| larf.fit {LARF} | R Documentation |
Fitting the Local Average Response Function
Description
It is the work-horse function for its high-level interface larf.
Usage
larf.fit(Y, X, D, Z, method, AME, optimizer, zProb)
Arguments
Y |
a vector containing the outcome. |
X |
a matrix containing the covariates excluding the treatment. |
D |
a vector containing the binary treatment. |
Z |
a vector containing the binary instrument for the endogenous treatment. |
method |
the estimation method to be used. The default is “LS", standing for least squares. “ML", standing for maximum likelihood, is an alternative. |
AME |
whether average marginal effects (AME) should be reported. The default is FALSE, in which case marginal effects at the means (MEM) are reported. |
optimizer |
the optimization algorithm for the ML method. It should be one of “Nelder-Mead", “BFGS", “CG", “L-BFGS-B", “SANN", or “Brent". See |
zProb |
a vector containing the probability of receiving the treatment inducement (i.e., instrument = 1) that have been estimated by semiparametrical methods. |
Author(s)
Weihua An and Xuefu Wang, Departments of Sociology and Statistics, Indiana University Bloomington