nlme: nlme

Description Usage Arguments Value

View source: R/nlme.R

Description

function to compute nonlinear models with two sided measurement error

Usage

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nlme(
  data,
  Yformla,
  Tformla,
  tau,
  tvals,
  copType = "gaussian",
  simstep = "MH",
  ndraws = 250,
  reportTmat = TRUE,
  reportSP = TRUE,
  reportUM = TRUE,
  reportPov = TRUE,
  povline = log(20000),
  reportQ = c(0.1, 0.5, 0.9),
  Ynmix = 1,
  Tnmix = 1,
  tol = 1,
  iters = 400,
  burnin = 200,
  drawsd = 4,
  messages = FALSE,
  se = FALSE,
  biters = 100,
  cl = 1
)

Arguments

data

data.frame

Yformla

formula for outcome model

Tformla

formula for treatment model

tau

values of tau to estimate first step quantile regressions for

tvals

values of the treatment to compute conditional distribution-type parameters for

copType

what type of copula to use in second step. Options are "gaussian" (the default), "clayton", or "gumbel"

simstep

whether to use an MH algorithm ("MH") or an importance sampling algorithm ("ImpSamp")

ndraws

number of draws to use in MH algorithm to estimate first step quantile regressions (default 250)

reportTmat

whether or not to report a transition matrix

reportSP

whether or not to report Spearman's rho (rank-rank correlation)

reportUM

whether or not to report upward mobility parameters

reportPov

whether or not to report fraction of population below the poverty line as a function of parents' income

povline

value of the poverty line (default log(20000))

reportQ

quantiles of child's income as a function of parents' income to report (default is .1,.5,.9)

Ynmix

number of mixture components for outcome measurement error model

Tnmix

number of mixture components for treatment measurement error model

tol

tolerance for first step quantile regression model to converge (default is 1). Note that convergence will be sensitive to length(tau) and the number of mixture components included in the model

iters

the number of MCMC iterations (default is 400)

burnin

the number of MCMC iterations to drop (default is 200)

drawsd

starting value of standard deviations of mixture components

messages

whether or not to report details of computation as they occur (default is FALSE)

se

whether or not to estimate standard errors using the boostrap (default is FALSE)

biters

if computing standard errors, the number of bootstrap iterations to use (default is 100)

cl

allows for parallel processing in computing standard errors using the bootstrap (the default is 1)

Value

list of nonlinear measures of intergenerational income mobility adjusted for measurement error


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