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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.