AT2: Average treatment effect from a two-part model

Description

AT2 can be used to calculate the sample average treatment effect from a two-part model, with corresponding interval obtained using posterior simulation.

Usage

AT2(x1, x2, index1, index2, n.sim = 100, prob.lev = 0.05,  hd.plot = FALSE,  main = "Histogram and Kernel Density of Simulated Average Effects",  xlab = "Simulated Average Effects", ...)

Arguments

A fitted SemiParBIVProbit object as produced by SemiParBIVProbit().

index1

This is useful to pick a particular individual.

index2

As above.

n.sim

Number of simulated coefficient vectors from the posterior distribution of the estimated model parameters. This is used when delta = FALSE. It may be increased if more precision is required.

prob.lev

Overall probability of the left and right tails of the AT distribution used for interval calculations.

hd.plot

If TRUE then a plot of the histogram and kernel density estimate of the simulated average effects is produced. This can only be produced when delta = FALSE.

main

Title for the plot.

xlab

Title for the x axis.

...

Other graphics parameters to pass on to plotting commands. These are used only when hd.plot = TRUE.

WARNINGS

This function is not suitable for SemiParBIVProbit().

Details

AT measures the sample average effect from a two-part model when a binary response (associated with a continuous outcome) takes values 0 and 1. Posterior simulation is used to obtain a confidence/credible interval.

Examples

Run this code

## see examples for SemiParBIVProbit

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