tsls {ivmte}

TSLS weights, with controls

Description

Function generating the S-weights for TSLS estimand, with controls.

Usage

tsls(X, Z, Z0, Z1, components, treat, order = NULL)

Arguments

X

Matrix of covariates, including the treatment indicator.

Z

Matrix of instruments.

Z0

Matrix of instruments, fixing treatment to 0.

Z1

Matrix of instruments, fixing treatment to 1.

components

Vector of variable names of which user wants the S-weights for.

treat

Variable name for the treatment indicator.

order

integer, default set to NULL. This is simply an index of which IV-like specification the estimate corresponds to.

Value

A list of two vectors: one is the weight for D = 0, the other is the weight for D = 1.