osterbds {bate}

Computes identified set according to Oster (2019)

Description

Computes identified set according to Oster (2019)

Usage

osterbds(parameters, Rmax)

Arguments

parameters

A vector of parameters that is generated after estimating the short, intermediate and auxiliary regressions.

Rmax

A real number which lies between Rtilde (R-squared for the intermediate regression) and 1.

Value

A data frame with three columns:

Discriminant

The value of the discriminant of the quadratic equation that is solved to generate the identified set

Interval1

The interval formed with the first root of the quadratic equation

Interval2

The interval formed with the first root of the quadratic equation

Examples

## Load data set
data("NLSY_IQ")
 
## Set age and race as factor variables
NLSY_IQ$age <- factor(NLSY_IQ$age)
NLSY_IQ$race <- factor(NLSY_IQ$race)
   
## Collect parameters from the short, intermediate and auxiliary regressions
parameters <- collect_par(
data = NLSY_IQ, outcome = "iq_std", 
treatment = "BF_months", 
control = c("age","sex","income","motherAge","motherEDU","mom_married","race"),
other_regressors = c("sex","age"))

## Oster's method: bounding sets when Rmax=0.61
osterbds(parameters = parameters, Rmax=0.61)