Man pages for omkarakatta/ivqr
Instrumental Variables Quantile Regression
| block_diagonal | Create a block diagonal matrix |
| center_out_grid | Create multidimensional grid of values |
| center_out_uni | Create a univariate grid of values from the center out |
| chen_lee | Simulate data according to Chen and Lee (2017) |
| collect_note_if | Conditionally add note to list |
| compute_warmstart | Compute warm-starting solutions |
| concatenate_csvs | Combine directory of CSVs into a single CSV |
| decompose_A | Decompose constraint matrix |
| density_wald | Evaluate Asymptotic Distribution of IQR Estimator |
| draw_proposal_h | Propose active basis |
| education_autor | Education-relevant Data |
| expand_matrix | Expand a Matrix |
| find_subsample_in_polytope | Find subsample in the FOC polytope |
| first_approach | Propose subsamples |
| first_approach_v2 | Propose subsamples |
| first_approach_v4 | Propose subsamples |
| foc_membership | Verify membership of a data set in the FOC conditions |
| foc_membership_v2 | Verify membership of a data set in the FOC conditions |
| get_initial_beta_D | Obtain naive coefficient estimates for 'beta_D' |
| get_iqr_objective | Get value of IQR objective given coefficients on endogeneous... |
| gridsearch | Compute IQR objective given grid of coefficients on... |
| gridsearch_parallel | Compute IQR objective given grid of coefficients on... |
| h_to_beta | Find the coefficients given the active basis |
| iqr_milp | Compute inverse quantile regression estimator |
| linear_projection | Linearly project a vector onto the space spanned by other... |
| line_confint | Construct a univariate confidence interval via a line search |
| line_confint_interpolation | Construct a univariate confidence interval via a line search... |
| manipulate_qr_residuals | Manipulate residuals from a quantile regression |
| mcmc_h | MH Sampler of the Proposal Distribution of... |
| miqcp_proj | Subvector inference under weak identification with MIQCP |
| naive_varcov | Compute variance-covariance matrix of naive endogeneous QR |
| onestep | Check membership of one-step neighbors |
| ot | Compute OT between identical uniform distributions |
| parse_mult_logs | Parse multiple log files |
| parse_mult_sols | Parse multiple solution (.sol) files |
| parse_single_log | Parse information from a Gurobi log file |
| parse_single_sol | Parse a single solution (.sol) file |
| pipe | Pipe operator |
| preprocess_iqr_milp | Compute IQR estimator by preprocessing MILP |
| proposal_h | Compute unnormalized proposal density of active basis |
| p_val_interpolation | Perform P-value-weighted Linear Interpolation |
| round_to_magnitude | Round up the nearest order of magnitude |
| send_note_if | Conditionally send note to console |
| synthex1 | synthex1 - Synthetic Example 1 |
| target_h | Evaluate target density in the MCMC Sampler of the proposal... |
| test_stat | Compute the test statistic and p-value under strong... |
| test_stat_threshold | Compute the test statistic and p-value under strong... |
| true_chen_lee | Obtain true coefficients on endogeneous variable |
| wald_univariate | Compute Wald-type univariate confidence interval |
| wald_varcov | Compute Wald-type asymptotic variance |
| weight_indices | Compute weights on indices to propose active basis |
| write_prm | Save Gurobi Parameters |
