compute_IM_quantile: Computes the quantile suggested by Imbens & Manski 2004 in...

View source: R/compute_IM_quantile.R

compute_IM_quantileR Documentation

Computes the quantile suggested by Imbens & Manski 2004 in order to have CI with asymptotic level of 1 - alpha. It solves Eq. (2) in Stoye (2009)

Description

Computes the quantile suggested by Imbens & Manski 2004 in order to have CI with asymptotic level of 1 - alpha. It solves Eq. (2) in Stoye (2009)

Usage

compute_IM_quantile(alpha, bounds1, std_bounds1)

Arguments

alpha

the level for the confidence interval

bounds1

a vector of length 2, the estimated bounds

std_bounds1

a vector of length 2, the estimated standard errors for each bound

Value

the value of the quantile suggested by Imbens & Manski 2004


cgaillac/MarginalFElogit documentation built on Dec. 24, 2024, 3:23 p.m.