R2 {hettx}

Estimate treatment variation R2

Description

Bounds the R2 measure (how much of treatment variation is explained by given covariates) using either the OLS output for the ITT from est.beta, or the LATE estimation from est.beta.

Usage

R2(est.beta, rho.step)

Arguments

est.beta

The output from 'est.beta()'. Either an estimate of overall systematic effect variation, or systematic effect variation for compliers.

rho.step

Grid size for sensitivity analysis on values of rho. Default is 0.05

Value

RI.R2.result object.

See Also

print.RI.R2.result

Examples

df <- make.randomized.dat( 1000, gamma.vec=c(1,1,1,2), beta.vec=c(-1,-1,1,0) )
es <- estimate_systematic( Yobs ~ Z,  interaction.formula = ~ A + B, data = df )
r2_out <- R2(es)