decompose_A: Decompose constraint matrix

In omkarakatta/ivqr: Instrumental Variables Quantile Regression

Decompose constraint matrix

Description

Print what each row of the A matrix represents

Usage

decompose_A(
  Y,
  X,
  D,
  Z,
  O_neg = NULL,
  O_pos = NULL,
  Phi = linear_projection(D, X, Z)
)

Arguments

Y	Dependent variable (vector of length n)
X	Exogenous variable (including constant vector) (n by p_X matrix)
D	Endogenous variable (n by p_D matrix)
Z	Instrumental variable (n by p_Z matrix)
O_neg, O_pos	Indices for residuals whose sign is fixed to be negative and positive, respectively (vectors)
Phi	Transformation of X and Z to be used in the program; defaults to the linear projection of D on X and Z (matrix with n rows)

Details

Using the dimensions of the inputs, this function prints the constraints associated with each row.

Value

A vector whose length is the same as the number of constraints;

1. pf: primal feasibility

2. df_X: dual feasibility, X

3. df_Phi: dual feasibility, Phi

4. cs_uk: complementary slackness, u and k

5. cs_vl: complementary slackness, v and l

6. cs_ak: complementary slackness, a and k

7. cs_al: complementary slackness, a and l

8. pp_a: preprocessing, a

9. pp_k: preprocessing, k

10. pp_l: preprocessing, l

omkarakatta/ivqr documentation built on Aug. 20, 2022, 11:04 p.m.