R/helper.R

In sumtxt/causaltools: Helpful functions for causal inference

# Finds the largest/smallest SE when the covariance 
# is unknown. 
ivse_optim <- function(itty,ittw,ittyse,ittwse, min=1){
	low <- (-1)*(ittyse*ittwse)
	hig <- (ittyse*ittwse)
	start <- 0
	res <- optim(start,function(x){
		ivse(itty,ittw,ittyse,ittwse,x)},
		lower=low, upper=hig, method="L-BFGS-B", 
		control=list(fnscale=min))
	return(res$value)
	}


#' Calculates the variance of the Wald Estimator 
#' see Imbens/Rubin, p. 531 (eq. 23.5)
ivvar <- function(itty,ittw,ittyse,ittwse,ittcov){
	ittyvar <- (ittyse)^2
	ittwvar <- (ittwse)^2
	r1 <- (1/ittw^2)*ittyvar 
	r2 <- (itty^2/ittw^4) * ittwvar
	r3 <- (-2 * (itty/ittw^3)*ittcov) 
	return(r1+r2+r3)
	}