icqr: icqr

In tedescolor/icqr: instrumental censored quantile regression

Description

This function returns the coefficient vector beta in the model T = exp(z beta(u)) instrumental censored quantile regression.

Usage

icqr(
  data,
  u,
  attempts = 10,
  method = "Brent",
  lower = -5,
  upper = 5,
  deltaName = c("delta"),
  timeName = c("y"),
  covNames = c("x"),
  IVNames = c("w"),
  Nbootstrap = NA,
  bootstrapEpsilon = 1,
  verbose = FALSE
)

Arguments

data	dataset as dataframe
attempts	attempts to estimate beta, to avoid local minima
method	estimation method, see optim function in stats package.
lower	1 dimension: (lower,upper) = interval where beta is searched (see optim function in stats package.),more dimensions: interval for uniform random starting point for beta, in each component
upper	see "lower" parameter
deltaName	variable name of the censor variable: 0 censored, 1 not censored. It is passed as list of string
timeName	variable name of the time variable. It is passed as list of string
covNames	variable names of the covriate. It is passed as list of string
IVNames	variable names for the Instrumental variable, it has to include exogenuos variable name. It is passed as list of string
Nbootstrap	number of bootstrap resampling. NA in case of not boostrap
bootstrapEpsilon	when bootstrap, reaserch the minimum in (beta-epsilon, beta + epsilon), vector interval
verbose	print during estimation

Value

estimated beta vector parameter

tedescolor/icqr documentation built on Dec. 23, 2021, 8:43 a.m.