Partially Linear Regression under Data Combination

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Documentation for package ‘RegCombin’ version 0.4.1

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AStest This function computes the AS test using DGM implementation in the package RationalExp
AS_bounds This function finds the boundary of the identified set in one specified direction using the AS test and Newton's method.
compute_bnds_betac Function to compute the bounds on the coefficients of the common regressors.
compute_constraints Compute the indexes of the values of the common regressors Xc used in the various shape constraints
compute_radial Function to compute the DGM bounds on the noncommon regressor Xnc
compute_radial_test Function to compute the DGM bounds on the noncommon regressor Xnc, adapted to the point identification test.
compute_ratio Function to compute the main statistic for the point estimate
compute_ratio_variance Function to compute the variance bounds
compute_stat_variance Function to compute the Variance bounds on the noncommon regressor Xnc
compute_support Compute the support function for the projections of the identified set
compute_support_paral Function to minimize to compute the function sigma for the projections of the identified set
create_values Function to create the matrix of the support points for the common regressors Xc
DGM_bounds This function compute the DGM bounds for all the different coefficients.
DGM_bounds_test This function compute the DGM bounds for all the different coefficients, adapted to the point identification test.
ewcdf Compute the weighted empirical cumulative distribution
objective_support Internal function to minimize to compute the function sigma for the projections of the identified set
point_ident_test Function performing the test of point identification on a validation sample.
regCombin Function computing all the different bounds : DGM and/or Variance
regCombin_profile Computing the DGM bounds for different values of epsilon, proportional to the data-driven selected one
sampling_rule The subsampling rule
select_epsilon Function for the data-driven selection of the epsilon tuning parameter
select_epsilon_test Function for the data-driven selection of the epsilon tuning parameter, adapted to the point identification test.
summary_regCombin Produce the final summary table for the output of the felogit function
tabulate_values Function to tabulate the values the common regressors Xc whatever the dimension.
Variance_bounds Function to compute the variance bounds for Xnc