IV residual analysis

IV residual analysis

Usage

morie_iv_residual_analysis(
  data,
  outcome,
  endogenous,
  instruments,
  exogenous = NULL
)

Arguments

data

A data.frame (or tibble) holding the outcome, endogenous regressors, instruments, and any exogenous controls.

outcome

Character; column name of the response variable.

endogenous

Character vector; column names of the endogenous regressors.

instruments

Character vector; column names of the instrumental variables.

exogenous

Optional character vector of additional exogenous regressors included in both the structural equation and the first stage. NULL (default) for a just-identified design.

Value

A data.frame with columns fitted, residual, abs_resid, sq_resid.

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(y, d, z)
out <- morie_iv_residual_analysis(df, "y", "d", "z")
head(out)
#>        fitted    residual  abs_resid    sq_resid
#> 1  0.50818356 -0.38787723 0.38787723 0.150448749
#> 2 -0.05005272 -0.18743947 0.18743947 0.035133556
#> 3 -0.05005272  1.18232900 1.18232900 1.397901855
#> 4 -0.05005272 -0.08824129 0.08824129 0.007786526
#> 5  0.50818356 -1.22209197 1.22209197 1.493508792
#> 6 -0.05005272  0.96014336 0.96014336 0.921875275