OracleStage2: Fit Second Stage of Oracle-2SLS

In xue-hr/TScML: Two-stage constrained maximum likelihood (2ScML) method.

Fit Second Stage of Oracle-2SLS

Description

This function is for fitting the second stage model of oracle-2SLS method, assuming the truly set of invalid IVs is known.

Usage

OracleStage2(
  gamma.hat.stage1,
  cor.Y2Z2,
  Estimated.Sigma,
  n1,
  n2,
  p,
  ind.stage2,
  posdef = 1e-04,
  Est.Sigma1Square,
  Est.Sigma2Square
)

Arguments

gamma.hat.stage1	A vector of length p, containing estimated effects from IVs to exposure obtained in the first stage model.
cor.Y2Z2	A vector of length p, containing sample correlations (summary data) between outcome Y and p IVs calculated with the second sample.
Estimated.Sigma	Estimated correlation matrix with reference panel.
n1	Sample size in first stage.
n2	Sample size in second stage.
p	Number of instruments.
ind.stage2	Indices of truly invalid IVs (as this is the oracle model).
posdef	A small positive constant to be added on diagonal of covariance matrix to ensure it is positive definite.
Est.Sigma1Square	A number, estimated variance of random error in the first stage.
Est.Sigma2Square	A number, estimated variance of random error in the second stage.

Value

This function returns a list with two elements, (1) betaalpha.hat.stage2: a vector of length (p+1), the first element is the estimated beta (causal effect from exposure to outcome), the rest p elements are estimated alpha's (direct effects from IVs to outcome); (2) Asympt.Var.BetaHat: the uncorrected estimated variance for estimated beta.

xue-hr/TScML documentation built on Feb. 4, 2025, 12:59 a.m.