varATEldelta: Standard Error of ATE

In zthuang0422/PURM-2021-Latent-Stratification: Maximum Likelihood Latent Stratification

Description

Estimates the standard error and the exponential of the standard error of ATE via the delta method.

Usage

varATEldelta(par, vcv)

Arguments

par	vector c(piA, piB, muA1, muA0, muB1, sigma).
vcv	variance-covariance matrix of the parameters, can be calculated using ls_vcv().

Details

The delta method estimates the variance by expanding the function of a random variable through Taylor approximation, which can be expanded to vectorized calculations. For a more detailed explanation, see https://www.stata.com/support/faqs/statistics/delta-method/.

Value

standard error of the average treatment effect.

Examples

sim = sim_latent_strat(n=10000, piA=0.2, piB=0.1, muA1=5, muA0=4.5, muB1=3, sigma=0.3)
varcovar = ls_vcv(sim$par, sim$data, "hessian")
varATEldelta(sim$par, varcovar)

zthuang0422/PURM-2021-Latent-Stratification documentation built on Dec. 23, 2021, 10:12 p.m.