localIV (version 0.2.1)

average: Estimation of Average Causal Effects from Marginal Treatment Effects

Description

average is a function that estimates conventional causal parameters including average treatment effect (ATE), average treatment effect on the treated (ATT), and average treatment effect on the untreated (ATU). Note that the estimation may involve substantial extrapolation when the propensity score has a limited support.

Usage

average(object, estimand = c("ate", "att", "atu"))

Arguments

object

An object of class mte returned by mte.

estimand

Type of estimand: "ate", "att", or "atu".

Value

Estimate of ATE, ATT, or ATU.

References

Heckman, James J., Sergio Urzua, and Edward Vytlacil. 2006. "Understanding Instrumental Variables in Models with Essential Heterogeneity." The Review of Economics and Statistics 88:389-432.

Examples

# NOT RUN {
mte_fit <- mte(selection = d ~ x + z, outcome = y ~ x,
  method = "localIV", data = toydata)

ate <- average(mte_fit, "ate")
att <- average(mte_fit, "att")
atu <- average(mte_fit, "atu")
c(ate, att, atu)

# }