Description Usage Arguments Details References
Computes the vector of optimal sensitivities at each knot of the solution
path that traces out the optimal biasvariance frontier when the set C
takes the form c=B*gamma with the lp norm of
gamma is bounded by a constant, for p=1, or
p=Inf. This path is used as an input to
OptEstimator
.
1 
eo 
List containing initial estimates with the following components:

B 
matrix B with full rank and dimension d_g by d_gamma that determines the set C, where d_gamma is the number of invalid moments, and d_g is the number of moments 
p 
Parameter determining which ell_p norm to use, one of 
The algorithm is described in Appendix A of Armstrong and Kolesár (2018)
Armstrong, T. B., and M. Kolesár (2018): Sensitivity Analysis Using Approximate Moment Condition Models, Unpublished manuscript
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