my.larf: Local Average Response Function (Abadie, 2003)

In joshuadhigbee/myAppliedMetrics: What the Package Does (One Line, Title Case)

Description

This function returns point estimates and the variance-covariance matrix. Written for data.table arguments.

Usage

my.larf(Yvar, Dvar, Zvar, Xvar1, Cont1, Xvar2, data, K = 2, tolerance = 1e-16)

Arguments

Yvar	Dependent variable
Dvar	Treatment variable
Zvar	Instrument
Xvar1	First-stage running variable (only 1 variable for now)
Cont1	Controls for first stage (should include FEs or intercept)
Xvar2	Second stage control variables
data	Of type data.table
K	Degree of polynomial for first stage Xvar1
tolerance	Tolerance level for matrix inversion

Examples

my.larf()

joshuadhigbee/myAppliedMetrics documentation built on March 19, 2021, 3:45 p.m.