Wraps DoubleML when available. Otherwise falls back to 2SLS:
first stage D ~ Z + X, second stage Y ~ D_hat + X, base R OLS.
Usage
estimate_pliv(
data,
treatment,
outcome,
instrument,
covariates,
n_folds = 5L,
random_state = 42L
)
Arguments
- data
Data frame with all required columns.
- treatment
Endogenous treatment column name.
- outcome
Outcome column name.
- instrument
Instrument column name.
- covariates
Exogenous covariate column names.
- n_folds
Cross-fitting folds (DoubleML path). Default 5.
- random_state
RNG seed. Default 42.
Value
Named list with late, se, ci_lower, ci_upper,
pval, n_obs, method.