IV Probit (Rivers-Vuong control function)

Usage

morie_iv_probit(
  data,
  outcome,
  endogenous,
  instruments,
  exogenous = NULL,
  alpha = 0.05
)

Arguments

data: Data frame.
outcome: Name of the outcome column.
endogenous: Character vector of endogenous regressor names.
instruments: Character vector of excluded-instrument names.
exogenous: Optional character vector of exogenous covariate names.
alpha: Significance level for confidence intervals.

Value

A named list with elements coefficients, std_errors, t_stats, p_values, ci_lower, ci_upper, variable_names, n_obs, method, details.

Examples

set.seed(1)
n <- 400
z <- rbinom(n, 1, 0.5); u <- rnorm(n)
d <- rbinom(n, 1, plogis(0.8 * z + 0.3 * u))
y <- 0.5 * d + 0.4 * u + rnorm(n, sd = 0.5)
df <- data.frame(yb = as.integer(y > median(y)), d, z)
res <- morie_iv_probit(df, "yb", "d", "z")
res$coefficients
#> (Intercept)           d  .cf_resid_ 
#>  -0.4162764   0.7688627   0.2264671