This function takes data and user restrictions on measurement error and endogeneity and simulates data and the resulting bounds on instrument validity.
draw_bounds(
y_name,
T_name,
z_name,
data,
controls = NULL,
r_TstarU_restriction = NULL,
k_restriction = NULL,
n_draws = 5000
)
Character vector of the name of the dependent variable
Character vector of the names of the preferred regressors
Character vector of the names of the instrumental variables
Data to be analyzed
Character vector containing the names of the exogenous regressors
2 element vector of bounds on r_TstarU
2-element vector of bounds on kappa
Integer number of simulations to draw
List containing simulated data observables (covariances, correlations, and R-squares), indications of whether the identified set is empty, the unrestricted and restricted bounds on instrumental relevance, instrumental validity, and measurement error.