gendist2

integer, default set to 5. This is the number of
individuals possessing each value of the instrument. So the
total number of observations is subN * 2.

subN

the probability of treatment for those with the
instrument Z = 1.

the probability of treatment for those with the
instrument Z = 2.

the probability of treatment for those with the
instrument Z = 3.

This function generates a data set for testing purposes. There is a
single instrument that takes on values of 1, 2, or 3, and the
distribution of the values for the binary instrument is
uniform. The MTRs are m0 ~ 1 + u and m1 ~ 1 + u. All unobservables
u are integrated out.

The marginal treatment effect was introduced by Heckman and
Vytlacil (2005) <doi:10.1111/j.1468-0262.2005.00594.x> to provide a
choice-theoretic interpretation to instrumental variables models that
maintain the monotonicity condition of Imbens and Angrist (1994)
<doi:10.2307/2951620>. This interpretation can be used to extrapolate from
the compliers to estimate treatment effects for other subpopulations. This
package provides a flexible set of methods for conducting this
extrapolation. It allows for parametric or nonparametric sieve estimation,
and allows the user to maintain shape restrictions such as monotonicity. The
package operates in the general framework developed by Mogstad, Santos and
Torgovitsky (2018) <doi:10.3982/ECTA15463>, and accommodates either point
identification or partial identification (bounds). In the partially
identified case, bounds are computed using linear programming. Support for
three linear programming solvers is provided. Gurobi and the Gurobi R API
can be obtained from <http://www.gurobi.com/index>. CPLEX can be obtained
from <https://www.ibm.com/analytics/cplex-optimizer>. CPLEX R APIs 'Rcplex'
and 'cplexAPI' are available from CRAN. The lp_solve library is freely
available from <http://lpsolve.sourceforge.net/5.5/>, and is included when
installing either of its R APIs, 'lpSolve' or 'lpSolveAPI', which are
available from CRAN.

gendist2: Generate test distribution 2

Description

Usage

Arguments

Value