interactSplines {ivmte}

Update splines object with list of interactions

Description

Certain interactions between factor variables and splines should be dropped to avoid collinearity. Albeit collinearity in the MTR specification will not impact the bounds, it can substantially impact how costly it is to carry out the estimation. What this function does is map each spline to a temporary variable. A design matrix is then constructed using these temporary variables in place the splines. If an interaction involving one of the temporary variables is dropped, then one knows to also drop the corresponding interaction with the spline. Note that only interaction terms need to be omitted, so one does not need to worry about the formula contained in removeSplines$formula.

Usage

interactSplines(splinesobj, m0, m1, data, uname)

Arguments

splinesobj

list, consists of two elelments. The first is removeSplines(m0), the second is removeSplines(m1).

m0

one-sided formula for the marginal treatment response function for the control group. This should be the full MTR specificaiton (i.e. not the specification after removing the splines).

m1

one-sided formula for the marginal treatment response function for the treated group. This should be the full MTR specificaiton (i.e. not the specification after removing the splines).

data

data.frame, restricted to complete observations.

uname

string, name of the unobserved variable.

Value

An updated version of splinesobj.