computeFytXC: computeFytXC

In bcallaway11/qrme: Quantile Regression with Measurement Error

Description

convert first step quantile regression estimates and second step copula estimates into the distribution of Y conditional on T and X this is not currently used (we replaced this numerical approach with a direct calculation inside the R code). This also only works currently for a Gumbel copula.

Usage

computeFytXC(yvals, tvals, Qyxpreds, Ftxpreds, tau, copula, copParam)

Arguments

yvals	values to compute conditional distribution for
tvals	values of treatment to compute conditional distribution for
Qyxpreds	matrix of quantile regression predictions
Ftxpreds	matrix of conditional distribution (T conditional on X) predictions
tau	values at which QR's were estimated
copula	which type of copula was estimated (currently ignored and imposes that the copula is Gumbel
copParam	previously estimated copula parameter

Value

cube corresponding to conditional distribution as a function of y, t, and each row of X in the data

bcallaway11/qrme documentation built on June 30, 2021, 12:52 p.m.