R/getATE_posterior.R

In SamAdhikari/BayesIV_0.1: A package to fit Bayesian Instrumental Variable model with latent factors

#' getATE_posterior
#'
#' @author Sam Adhikari
#' @param fittedModel : model fits of the class 'BayesIV' 
#' @param X : a numeric matrix of covariates (excluding the column with intercept)
#' @param niter : number indicating the size of the MCMC sample
#' @param burnin: number indicating burnin of the MCMC chain
#' @param thin : number to thin the MCMC chain with
#' @return a list with posterior draws of Y1hat, Y0hat and ATE
#' @export

getATE_posterior <-
function(fittedModel,X,niter,burnin=0,thin=1)
{
  Chain = seq(burnin,niter,by=thin)
  Y1hat_Chain = sapply(Chain,function(x){
    X%*%fittedModel$Beta1[,x]+fittedModel$Theta[,x]*fittedModel$Alpha1[x]})
  Y0hat_Chain = sapply(Chain,function(x){
    X%*%fittedModel$Beta0[,x]+fittedModel$Theta[,x]*fittedModel$Alpha0[x]})
  ##ATE at each step of the chain
  ATE_Chain = apply(Y1hat_Chain-Y0hat_Chain,2,mean)
  return(list(Y1hat=Y1hat_Chain,Y0hat=Y0hat_Chain,ATE=ATE_Chain))
}