get_initial_beta_D: Obtain naive coefficient estimates for 'beta_D'

In omkarakatta/ivqr: Instrumental Variables Quantile Regression

Obtain naive coefficient estimates for beta_D

Description

Naively regress Y on D, Z, and X, and return the coefficients on D.

Usage

get_initial_beta_D(Y, X, D, Z, tau, ...)

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)
tau	Quantile of interest (numeric between 0 and 1)
...	Arguments to be passed to quantreg::rq()

Value

A vector of coefficients on the endogenous variable

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