iv_finite_factorial {factiv}

Finite-Sample IV Estimation of 2^K Factorial Design

Description

Estimate main effect IV ratios for 2^K factorial experiments

Usage

iv_finite_factorial(formula, data, subset, level = 0.95)

Arguments

formula

formula specification of the factorial design with noncompliance. The right-hand side of the formula should have two components separated by the | symbol, with the first component containing the K binary treatment variables and the second component containing the K binary instruments associated with each treatment variable. The order of the variables in the formula must match.

data

a data.frame on which to apply the formula.

subset

subset of the data to pass to estimation.

level

the confidence level required.

Details

This function estimates the ratio of the effect of treatment assignment on the outcome to the effect of treatment assignment on treatment uptake in 2^K factorial experiments. The approach uses finite sample asymptotic inference to generate confidence intervals.

Value

A list of class iv_finite_factorial that contains the following components:

tau

a vector of estimated effect ratios for each factor.

tau_cis

a matrix of confidence intervals for each effect ratio. This matrix has 4 columns because it is possible to have disjoint confidence intervals in this method.

tau_y

a vector of the estimated effects on the outcome.

v_tau_y

the estimated sample variances of the effects on the outcome.

tau_d

a vector of the estimated effects on treatment uptake.

v_tau_y

the estimated sample variances of the effects on treatment uptake.

level

the confidence level of tau_cis.

Author(s)

Matt Blackwell

References

Matthew Blackwell and Nicole Pashley (2021) "Noncompliance in Factorial Experiments." Working paper.

Examples

data(newhaven)

out <- iv_finite_factorial(turnout_98 ~ inperson + phone | inperson_rand
  + phone_rand, data = newhaven)

out

joint <- iv_finite_factorial(turnout_98 ~ inperson + phone |
  inperson_rand + phone_rand, data = newhaven)

joint