Split-sample IV
Usage
morie_iv_split_sample(
data,
outcome,
endogenous,
instruments,
exogenous = NULL,
split_fraction = 0.5,
seed = 42,
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.
- split_fraction
Fraction of the data used in the first stage.
- seed
RNG seed.
- 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(y, d, z)
res <- morie_iv_split_sample(df, "y", "d", "z", split_fraction = 0.5, seed = 1)
res$coefficients
#> (Intercept) hatcol_d
#> -0.1669981 0.8575604