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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
1.0.1
License
GPL-2 | GPL-3
Maintainer
Joshua Shea
Last Published
May 16th, 2019
Functions in ivmte (1.0.1)
Search functions
combinemonobound
Combining the boundedness and monotonicity constraint objects
constructConstant
Construct constant function
genSSet
Generating LP moments for IV-like estimands
gendist4
Generate test distribution 4
genGammaTT
Function to generate gamma moments for 'testthat'
gengrid
Generating the grid for the audit procedure
gendistBasic
Generate basic data set for testing
genmonoA
Generate LP components of the monotonicity constraints
dts
Splines data set distribution
dtm
Mosquito data set
fmtResult
Format result for display
design
Generating design matrices
diffA
Taking first differences of constraint matrices
extractcols
Auxiliary function: extracting columns by component names
genGammaSplinesTT
Generating the Gamma moments for splines, for 'testthat'
genboundA
Generating the LP constraint matrix for bounds
genGammaSplines
Generate Gamma moments for splines
lpSetup
Constructing LP problem
dtsf
Splines data set
gendist1e
Generate test distribution 1 with errors
mInt
Function to generate integral of m0 and m1
gendist1
Generate test distribution 1
wAttSplines
Target weighting function, for ATT
negationCheck
Check if custom weights are negations of each other
modcall
Auxiliary function: modifying calls
splineUpdate
Constructing higher order splines
splinesBasis
Evaluating splines basis functions
genpolynomial
Generating polynomial functions
getXZ
Auxiliary function: extract X and Z covariates from a formula
boundPValue
Construct p-values for treatment effects under partial identification
gendist2
Generate test distribution 2
funEval
Evaluate a particular function
ivj
IV weights
matchrow
Auxiliary function: matching rows in data to a vector
dtc
Covariates data set distribution
maxminmatch
Auxiliary function: finding the max/min within a group in a data set
genmonomial
Generating monomials
genmonoboundA
Generating monotonicity and boundedness constraints
polylisteval
Evaluating polynomials
ivmte
Instrumental Variables: Extrapolation by Marginal Treatment Effects
dtcf
Covariates data set
gendistSplines
Generate test data set with splines
polyparse
Parsing marginal treatment response formulas
wgenlate1
Target weight for generalized LATE
whichforlist
Auxiliary function:
which
for lists
genBasisSplines
Generate basis matrix for splines
dtb
Basic data set distribution
genej
Auxiliary function: generating basis vectors
genGamma
Estimating expectations of terms in the MTR (gamma objects)
isfunctionstring
Auxiliary function: check if string is command
wald
Wald weights
obsEqMin
Minimizing violation of observational equivalence
dtbf
Basic data set
gendist3
Generate test distribution 3
olsj
OLS weights
popmean
Calulating population mean
genTarget
Generating LP moments for IV-like estimands
propensity
Estimating propensity scores
genWeight
Generating list of target weight functions
wate1
Target weight for ATE
watt1
Target weight for ATT
sOls3
IV-like weighting function, OLS specification 3
sOlsSplines
IV-like weighting function, OLS specifications
vecextract
Auxiliary function: extracting elements from strings
vignetteResult
Vignette results
gendist3e
Generate test distribution 3 with errors
gmmEstimate
Two-step GMM estimate of TE under point identification
groupby
Auxiliary function: grouping rows in data
gendistCovariates
Generate test data set with covariates
permute
Auxiliary function: generate all permutations of a vector
gendistMosquito
Generate mosquito data set
permuteN
Auxiliary function: generate all permutation orderings
sOls1d
IV-like weighting function, OLS specification 1
ivEstimate
Obtaining IV-like specifications
sOls2d
IV-like weighting function, OLS specification 2
removeSplines
Separating splines from MTR formulas
ivmteEstimate
Single iteration of estimation procedure from Mogstad, Torgovitsky, Santos (2018)
l
Listing subsets and components
restring
Auxiliary function that converts an expression of variable names into a vector of strings.
piv
Obtaining IV-like estimands
polyProduct
Function to multiply polynomials
runCplexAPI
Running cplexAPI LP solver
stackA
Stacking monotonicity constraint matrices and vectors
subsetclean
Auxiliary function: remove extraneous spaces
runLpSolveAPI
Running lpSolveAPI
sTsls
IV-like weighting function, TSLS specification
tukeydist
Obtain Tukey half-space quantiles
sTslsSplines
IV-like weighting function, TSLS specification
uSplineBasis
Spline basis function
sWald
IV-like weighting function, Wald specification
symat
Generate symmetric matrix
tsls
TSLS weights, with controls
splineInt
Integrating splines
watu1
Target weight for ATU
weights
Generating splines weights
uSplineInt
Integrated splines
unstring
Auxiliary function that converts a vector of strings into an expression containing variable names.
wlate1
Target weight for LATE
boundCI
Construct confidence intervals for treatment effects under partial identification
alldup
Auxiliary function: determine duplicates
altDefSplinesBasis
(Alternative) Defining single splines basis functions, with interactions
classFormula
Auxiliary function: test if object is a formula
classList
Auxiliary function: test if object is a list
bX
Spline basis function of order 1
bound
Obtaining TE bounds
argstring
Auxiliary function: extract arguments from function in string form
audit
Audit procedure