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IV-MTE
R package for Mogstad, Santos, Torgovitsky (2017).
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Install
install.packages('ivmte')
Monthly Downloads
286
Version
1.0.0
License
GPL-2 | GPL-3
Maintainer
Joshua Shea
Last Published
February 8th, 2019
Functions in ivmte (1.0.0)
Search functions
bX
Spline basis function of order 1
combinemonobound
Combining the boundedness and monotonicity constraint objects
bound
Obtaining TE bounds
constructConstant
Construct constant function
genBasisSplines
Generate basis matrix for splines
genGamma
Estimating expectations of terms in the MTR (gamma objects)
gendist2
Generate test distribution 2
gendist1e
Generate test distribution 1 with errors
ivEstimate
Obtaining IV-like specifications
ivj
IV weights
negationCheck
Check if custom weights are negations of each other
polyparse
Parsing marginal treatment response formulas
obsEqMin
Minimizing violation of observational equivalence
popmean
Calulating population mean
sOlsSplines
IV-like weighting function, OLS specifications
sTsls
IV-like weighting function, TSLS specification
wate1
Target weight for ATE
watt1
Target weight for ATT
argstring
Auxiliary function: extract arguments from function in string form
dtb
Basic data set distribution
audit
Audit procedure
dtbf
Basic data set
dtsf
Splines data set
extractcols
Auxiliary function: extracting columns by component names
classFormula
Auxiliary function: test if object is a formula
dtc
Covariates data set distribution
classList
Auxiliary function: test if object is a list
boundCI
Construct confidence intervals for treatment effects under partial identification
boundPValue
Construct p-values for treatment effects under partial identification
design
Generating design matrices
gendist4
Generate test distribution 4
diffA
Taking first differences of constraint matrices
genGammaSplines
Generate Gamma moments for splines
alldup
Auxiliary function: determine duplicates
gendistBasic
Generate basic data set for testing
dtcf
Covariates data set
altDefSplinesBasis
(Alternative) Defining single splines basis functions, with interactions
genGammaTT
Function to generate gamma moments for 'testthat'
genGammaSplinesTT
Generating the Gamma moments for splines, for 'testthat'
genSSet
Generating LP moments for IV-like estimands
genTarget
Generating LP moments for IV-like estimands
gendist1
Generate test distribution 1
genboundA
Generating the LP constraint matrix for bounds
gendistSplines
Generate test data set with splines
genWeight
Generating list of target weight functions
genej
Auxiliary function: generating basis vectors
genmonoboundA
Generating monotonicity and boundedness constraints
gengrid
Generating the grid for the audit procedure
genmonoA
Generate LP components of the monotonicity constraints
groupby
Auxiliary function: grouping rows in data
maxminmatch
Auxiliary function: finding the max/min within a group in a data set
isfunctionstring
Auxiliary function: check if string is command
propensity
Estimating propensity scores
modcall
Auxiliary function: modifying calls
restring
Auxiliary function that converts an expression of variable names into a vector of strings.
removeSplines
Separating splines from MTR formulas
runCplexAPI
Running cplexAPI LP solver
genmonomial
Generating monomials
gendistCovariates
Generate test data set with covariates
gendistMosquito
Generate mosquito data set
l
Listing subsets and components
unstring
Auxiliary function that converts a vector of strings into an expression containing variable names.
subsetclean
Auxiliary function: remove extraneous spaces
symat
Generate symmetric matrix
vecextract
Auxiliary function: extracting elements from strings
olsj
OLS weights
lpSetup
Constructing LP problem
mInt
Function to generate integral of m0 and m1
runLpSolveAPI
Running lpSolveAPI
permute
Auxiliary function: generate all permutations of a vector
watu1
Target weight for ATU
weights
Generating splines weights
sOls1d
IV-like weighting function, OLS specification 1
matchrow
Auxiliary function: matching rows in data to a vector
sTslsSplines
IV-like weighting function, TSLS specification
permuteN
Auxiliary function: generate all permutation orderings
sWald
IV-like weighting function, Wald specification
tsls
TSLS weights, with controls
dtm
Mosquito data set
dts
Splines data set distribution
fglsEstimate
FGLS estimate of TE under point identification
funEval
Evaluate a particular function
gendist3
Generate test distribution 3
tukeydist
Obtain Tukey half-space quantiles
piv
Obtaining IV-like estimands
gendist3e
Generate test distribution 3 with errors
genpolynomial
Generating polynomial functions
splinesBasis
Evaluating splines basis functions
wgenlate1
Target weight for generalized LATE
stackA
Stacking monotonicity constraint matrices and vectors
uSplinesBasis
Spline basis function
whichforlist
Auxiliary function:
which
for lists
uSplinesInt
Integrated splines
getXZ
Auxiliary function: extract X and Z covariates from a formula
wlate1
Target weight for LATE
ivmte
Estimation procedure from Mogstad, Torgovitsky (2017)
polyProduct
Function to multiply polynomials
ivmteEstimate
Single iteration of estimation procedure from Mogstad, Torgovitsky, Santos (2018)
polylisteval
Evaluating polynomials
sOls2d
IV-like weighting function, OLS specification 2
sOls3
IV-like weighting function, OLS specification 3
splineInt
Integrating splines
splineUpdate
Constructing higher order splines
wAttSplines
Target weighting function, for ATT
wald
Wald weights