true_chen_lee: Obtain true coefficients on endogeneous variable

View source: R/chen_lee.R

true_chen_leeR Documentation

Obtain true coefficients on endogeneous variable

Description

See third display on p. 557 of Chen and Lee (2018)

Usage

true_chen_lee(beta_D_errors, tau)

Arguments

beta_D_errors

coefficients on the interaction of endogeneous variables and errors

tau

quantile between 0 and 1

Value

Vector of true DGP coefficients on endogeneous variables

See Also

chen_lee


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