fit_saw_iter: Iterative threshold finder

In timmens/sawr: What the Package Does (One Line, Title Case)

Description

Solve for threshold using iterative procedure which sets the threshold as the smallest absolute coefficient in iteration until convergence.

Usage

fit_saw_iter(
  y,
  X,
  Z = NULL,
  time_effect = TRUE,
  id_effect = TRUE,
  max_iter = 20,
  choose_min = TRUE,
  numerical_threshold = 0.001,
  return_info = FALSE
)

Arguments

y	Matrix of labels. Has dimension T x N.
X	List of feature matrices. The pth entry corresponds to the design matrix of the pth covariate and has dimension T x N.
Z	Instruments corresponding to the argument X. If NULL all X variables are their own instrument.
time_effect	Boolean indicating if a time effect is to be estimated.
id_effect	Boolean indicating if an individual effect is to be estimated and returned.
max_iter	Maximum number of iterations. Default 20.
choose_min	Boolean, if true use minimum of absolute coefficients else max.
numerical_threshold	Threshold when to stop iteration. Default 0.001.
return_info	Return additional info on model fit.

timmens/sawr documentation built on Aug. 30, 2021, 8:09 a.m.