Package: ivdoctr 1.0.1

ivdoctr: Ensures Mutually Consistent Beliefs When Using IVs

Uses data and researcher's beliefs on measurement error and instrumental variable (IV) endogeneity to generate the space of consistent beliefs across measurement error, instrument endogeneity, and instrumental relevance for IV regressions. Package based on DiTraglia and Garcia-Jimeno (2020) <doi:10.1080/07350015.2020.1753528>.

Authors:Frank DiTraglia [aut], Mallick Hossain [aut, cre]

ivdoctr_1.0.1.tar.gz
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ivdoctr_1.0.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
ivdoctr/json (API)

# Install 'ivdoctr' in R:

install.packages('ivdoctr', repos = c('https://emallickhossain.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/emallickhossain/ivdoctr/issues

Uses libs:

openblas– Optimized BLAS
c++– GNU Standard C++ Library v3

Datasets:

afghan - Burde and Linden (2013, AEJ Applied) Dataset
colonial - Acemoglu, Johnson, and Robinson (2001) Dataset
weber - Becker and Woessmann (2009) Dataset

On CRAN:

openblas cpp

4.38 score 16 scripts 228 downloads 3 exports 96 dependencies

Last updated from:be1cc13e32. Checks:13 OK. Indexed: yes.

Target	Result	Time
linux-devel-arm64	OK	240
linux-devel-x86_64	OK	220
source / vignettes	OK	314
linux-release-arm64	OK	242
linux-release-x86_64	OK	223
macos-release-arm64	OK	189
macos-release-x86_64	OK	420
macos-oldrel-arm64	OK	216
macos-oldrel-x86_64	OK	293
windows-devel	OK	204
windows-release	OK	140
windows-oldrel	OK	164
wasm-release	OK	179

Exports:ivdoctr makeTable plot_3d_beta

Dependencies:abind AER backports base64enc boot broom bslib cachem car carData cli coda colorspace cowplot cpp11 data.table Deriv digest doBy dplyr evaluate farver fastmap fontawesome forecast Formula fracdiff fs generics ggplot2 glue gtable highr htmltools htmlwidgets isoband jquerylib jsonlite knitr labeling lattice lifecycle lme4 lmtest magrittr MASS Matrix MatrixModels memoise mgcv microbenchmark mime minqa modelr nlme nloptr nnet numDeriv pbkrtest pillar pkgconfig purrr quantreg R6 rappdirs rbibutils RColorBrewer Rcpp RcppArmadillo RcppEigen Rdpack reformulas rgl rlang rmarkdown S7 sandwich sass scales SparseM stringi stringr survival tibble tidyr tidyselect timeDate tinytex urca utf8 vctrs viridisLite withr xfun yaml zoo

Example 1: Colonial Origins

Empirical Model | Usage

Rendered fromcolonial-origins.Rmdusingknitr::rmarkdown

Last update: 2021-12-05
Started: 2020-06-14

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Burde and Linden (2013, AEJ Applied) Dataset	afghan
B function from Proposition A3	b_functionA3
Evaluates the corners given user bounds. Vectorized wrt multiple draws of obs.	candidate1
Evaluates the edge where k is on the boundary. Vectorized wrt multiple draws of obs.	candidate2
Evaluates the edge where r_TstarU is on the boundary.	candidate3
Collapse 3-d array to matrix	collapse_3d_array
Acemoglu, Johnson, and Robinson (2001) Dataset	colonial
Computes bounds for simulated data	draw_bounds
Simulates different data draws	draw_observables
Draws covariance matrix using the Jeffrey's Prior	draw_sigma_jeffreys
Creates LaTeX code for parameter estimates	format_est
Creates LaTeX code for the HPDI	format_HPDI
Creates LaTeX code for the standard error	format_se
G function from Proposition A.2	g_functionA2
Computes a0 and a1 bounds	get_alpha_bounds
Solves for beta	get_beta
Returns beta bounds in binary case using grid search	get_beta_bounds_binary
Generates beta bounds off of beta draws	get_beta_bounds_binary_post
Wrapper function combines all unrestricted bounds together. Vectorized	get_bounds_unrest
Computes OLS and IV estimates	get_estimates
Given observables from the data, generates unrestricted bounds for kappa. Vectorized	get_k_bounds_unrest
Computes L, lower bound for kappa_tilde in paper	get_L
Solves for the magnification factor	get_M
Computes beliefs that support valid instrument	get_new_draws
Given data and function specification, returns the relevant correlations and covariances with any exogenous controls projected out.	get_observables
Compute the share of draws that could contain a valid instrument.	get_p_valid
Computes the lower bound of psi for binary data	get_psi_lower
Computes the upper bound of psi for binary data	get_psi_upper
Given observables from the data, generates the unrestricted bounds for rho_TstarU. Data does not impose any restrictions on r_TstarU Vectorized	get_r_TstarU_bounds_unrest
Solves for r_uz given observables, r_TstarU, and kappa	get_r_uz
Evaluates r_uz bounds given user restrictions on r_TstarU and kappa	get_r_uz_bounds
Given observables from the data, generates the unrestricted bounds for rho_uz. Vectorized	get_r_uz_bounds_unrest
Solves for the variance of the error term u	get_s_u
Computes coverage of list of intervals	getCoverage
Generates smallest covering interval	getInterval
Generates parameter estimates given user restrictions and data	ivdoctr
Takes the OLS and IV estimates and converts it to a row of the LaTeX table	make_full_row
Makes LaTeX code to make a row of a table and shift by some amount of columns if necessary	make_tex_row
Generates table of parameter estimates given user restrictions and data	makeTable
Generates a custom color palette given a vector of numbers	map2color
Rounds x to two decimal places	myformat
Plot ivdoctr Restrictions	plot_3d_beta
Construct vectors of points that outline a rectangle.	rect_points
Simulate draws from the inverse Wishart distribution	rinvwish
Convert 3-d array to list of matrixes	toList
Becker and Woessmann (2009) Dataset	weber