gendist6e

integer, default set to 100. Total number of observations
in the data.

numeric, standard deviation of error term for
counterfactual <code>D = 0</code>

v0.sd

numeric, standard deviation of error term for
counterfactual <code>D = 1</code>

v1.sd

This function generates a data set for testing purposes. There is a
single instrument that is uniformly distributed over [0, 1]. The
MTRs are both of the form m ~ 1 + x + x:u.

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 its API 'lpSolveAPI', which is
available from CRAN.

gendist6e: Generate test distribution 6 (has errors and a covariate)

Description

Usage

Arguments

Value