inference: computing standard errors and confidence intervals

In tkhdyanagi/LATEerror: Inference on the local average treatment effect for a mismeasured binary treatment

Description

inference is an auxiliary function to implement the GMM inference on your own. It returns estimates, standard errors, and confidence intervals for the parameters in the GMM estimation. See the package vignette via 'vignette("LATEerror")' for more details.

Usage

inference(par, data, weight, equal)

Arguments

par	vector of parameter values
data	dataframe that contains Y, D, Z, and V with indicators
weight	weighting matrix for pilot GMM estimation
equal	logical whether misclassification probabilities do not depend on Z

Value

list that contains the following elements.

estimate	parameter estimates
se	standard errors
ci	95 percent confidence intervals

tkhdyanagi/LATEerror documentation built on May 3, 2019, 9:39 p.m.