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IV-MTE

R package for Mogstad, Santos, Torgovitsky (2017).

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Install

install.packages('ivmte')

Monthly Downloads

291

Version

1.0.0

License

GPL-2 | GPL-3

Maintainer

Joshua Shea

Last Published

February 8th, 2019

Functions in ivmte (1.0.0)

Spline basis function of order 1

combinemonobound

Combining the boundedness and monotonicity constraint objects

Obtaining TE bounds

constructConstant

Construct constant function

genBasisSplines

Generate basis matrix for splines

Estimating expectations of terms in the MTR (gamma objects)

Generate test distribution 2

Generate test distribution 1 with errors

Obtaining IV-like specifications

Check if custom weights are negations of each other

Parsing marginal treatment response formulas

Minimizing violation of observational equivalence

Calulating population mean

IV-like weighting function, OLS specifications

IV-like weighting function, TSLS specification

Target weight for ATE

Target weight for ATT

Auxiliary function: extract arguments from function in string form

Basic data set distribution

Audit procedure

Splines data set

Auxiliary function: extracting columns by component names

Auxiliary function: test if object is a formula

Covariates data set distribution

Auxiliary function: test if object is a list

Construct confidence intervals for treatment effects under partial identification

Construct p-values for treatment effects under partial identification

Generating design matrices

Generate test distribution 4

Taking first differences of constraint matrices

genGammaSplines

Generate Gamma moments for splines

Auxiliary function: determine duplicates

Generate basic data set for testing

Covariates data set

altDefSplinesBasis

(Alternative) Defining single splines basis functions, with interactions

Function to generate gamma moments for 'testthat'

genGammaSplinesTT

Generating the Gamma moments for splines, for 'testthat'

Generating LP moments for IV-like estimands

Generating LP moments for IV-like estimands

Generate test distribution 1

Generating the LP constraint matrix for bounds

Generate test data set with splines

Generating list of target weight functions

Auxiliary function: generating basis vectors

Generating monotonicity and boundedness constraints

Generating the grid for the audit procedure

Generate LP components of the monotonicity constraints

Auxiliary function: grouping rows in data

Auxiliary function: finding the max/min within a group in a data set

isfunctionstring

Auxiliary function: check if string is command

Estimating propensity scores

Auxiliary function: modifying calls

Auxiliary function that converts an expression of variable names into a vector of strings.

Separating splines from MTR formulas

Running cplexAPI LP solver

Generating monomials

gendistCovariates

Generate test data set with covariates

gendistMosquito

Generate mosquito data set

Listing subsets and components

Auxiliary function that converts a vector of strings into an expression containing variable names.

Auxiliary function: remove extraneous spaces

Generate symmetric matrix

Auxiliary function: extracting elements from strings

Constructing LP problem

Function to generate integral of m0 and m1

Running lpSolveAPI

Auxiliary function: generate all permutations of a vector

Target weight for ATU

Generating splines weights

IV-like weighting function, OLS specification 1

Auxiliary function: matching rows in data to a vector

IV-like weighting function, TSLS specification

Auxiliary function: generate all permutation orderings

IV-like weighting function, Wald specification

TSLS weights, with controls

Mosquito data set

Splines data set distribution

FGLS estimate of TE under point identification

Evaluate a particular function

Generate test distribution 3

Obtain Tukey half-space quantiles

Obtaining IV-like estimands

Generate test distribution 3 with errors

Generating polynomial functions

Evaluating splines basis functions

Target weight for generalized LATE

Stacking monotonicity constraint matrices and vectors

Spline basis function

Auxiliary function: which for lists

Integrated splines

Auxiliary function: extract X and Z covariates from a formula

Target weight for LATE

Estimation procedure from Mogstad, Torgovitsky (2017)

Function to multiply polynomials

Single iteration of estimation procedure from Mogstad, Torgovitsky, Santos (2018)

Evaluating polynomials

IV-like weighting function, OLS specification 2

IV-like weighting function, OLS specification 3

Integrating splines

Constructing higher order splines

Target weighting function, for ATT