Description Usage Arguments Value
kmlqte computes the Local Quantile Treatment Effect for possibly right-censored outcomes. The estimator relies on the availability of an Instrumental variable Z, and on a monotonicity assumption. To implement the estimator, we make use of an instrumental propensity score approach. For details of the estimation procedure, see Sant'Anna (2016a), 'Program Evaluation with Right-Censored Data'.
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out |
vector containing the outcome of interest |
delta |
vector containing the censoring indicator (1 if observed, 0 if censored) |
treat |
vector containing the treatment indicator (1 if treated, 0 if control) |
z |
vector containing the binary instrument |
xpscore |
matrix (or data frame) containing the covariates (and their transformations) to be included in the instrument propensity score estimation. Instrument Propensity score estimation is based on Logit. |
probs |
scalar or vector of probabilities with values in (0,1) for which the quantile treatment effect is computed. Default is 0.5, returning the median. |
b |
The number of bootstrap replicates to be performed. Default is 1,000. |
ci |
A scalar or vector with values in (0,1) containing the confidence level(s) of the required interval(s). Default is a vector with 0,90, 0.95 and 0.99 |
cores |
number of processesors to be used during the bootstrap (default is 1). If cores>1, the bootstrap is conducted using snow. |
monot |
Default is TRUE, which impose that the estimated counterfactual distributions are in proper CDF's, i.e. takes values between [0,1], and are non-decreasing. Boundedness is imposed by truncantion, and monotonicity is imposed using the rearrangement procedure proposed by Chernozhukov, Fernandez-Val, and Galichon (2010), implemented in R through package Rearrangement. If FALSE, no adjustment is made. |
a list containing the local quantile treatment effect estimate, lqte, and the bootstrapped ci confidence confidence interval, lqte.lb (lower bound), and lqte.ub (upper bound).
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