R/document.R

In kolesarm/GMMSensitivity: Optimal Sensitivity Analysis in Generalized Method of Moments Models

#' Estimates from Berry, Levinsohn, and Pakes (1995)
#'
#' This dataset contains estimates of the model in Berry, Levinsohn, and Pakes
#' (1995), as implemented by Andrews, Gentzkow, and Shapiro (2017). It is used
#' to illustrate the confidence intervals implemented in this package.
#' @format A list, consisting 11 objects:
#'
#' \describe{
#'
#' \item{G}{Matrix with 31 rows and 17 columns, estimate of derivative of the
#'          moment condition evaluated at initial estimate of \eqn{\theta} from
#'          Berry, Levinsohn, and Pakes (1995),
#'          \eqn{\hat{\theta}_{initial}}{thetahat_init}.}
#'
#' \item{H}{Vector of length 17, estimate of derivative of average markup
#'   \eqn{h(\theta)}{h(theta)} with respect to model parameters
#'   \eqn{\theta}{theta}, evaluated at
#'   \eqn{\hat{\theta}_{initial}}{thetahat_init}.}
#'
#' \item{W}{Weight matrix used to obtain the estimate
#'          \eqn{\hat{\theta}_{initial}}{thetahat_init}, preliminary estimate of
#'          variance of moment conditions.}
#'
#' \item{g_init}{Average moment condition, evaluated at
#'               \eqn{\hat{\theta}_{initial}}{thetahat_init}.}
#'
#' \item{h_init}{Estimate of the average markup,
#'               \eqn{h(\hat{\theta}_{initial})}{h(thetahat_init)}.}
#'
#' \item{names}{Two lists, one for names of the moment conditions, and one for
#'              elements of \eqn{\theta}{theta}.}
#'
#' \item{ZZ}{Gram matrix \eqn{Z'Z} of the instruments, used to specify the
#' misspecification set \eqn{\mathcal{C}}.}
#'
#' \item{Sig}{Estimate of variance of moment condition.}
#'
#' \item{sdZ}{Vector of standard deviations of the instruments.}
#'
#' \item{perturb}{scaling parameters to give interpretable meaning to violations
#' of supply-side conditions. See vignette \code{vignette("GMMSensitivity")} for
#' details.}
#'
#' \item{n}{Sample size, number of car models.}
#'
#' }
#'
#' See Armstrong and Kolesár (2020) for a detailed description of these objects.
#'
#' @source Replication files for Andrews, Gentzkow, and Shapiro (2017),
#'     available at \url{https://doi.org/10.7910/DVN/LLARSN}
#' @references{
#'
#' \cite{Andrews, I., M. Gentzkow, and J. M. Shapiro (2017): Measuring the
#' Sensitivity of Parameter Estimates to Sample Statistics, Quarterly Journal of
#' Economics, 132, 1553–1592.}
#'
#' \cite{Armstrong, T. B., and M. Kolesár (2020): Sensitivity Analysis Using
#' Approximate Moment Condition Models, \url{https://arxiv.org/abs/1808.07387}}
#'
#' \cite{Berry, S. T., J. Levinsohn, and A. Pakes (1995): Automobile Prices in
#' Market Equilibrium, Econometrica, 63, 841–890.}
#'
#' }
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