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OpenSourceEconomics / grmpy

Python package for the simulation and estimation of generalized Roy model
http://grmpy.readthedocs.io
MIT License
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Regression vault using the competing packages in R #177

Open SeBecker opened 4 years ago

SeBecker commented 4 years ago

It would make sense to compare our results for the semiparametric estimation approach (particularly the mte results) with the ones obtained from competing R packages. For this purpose I would suggest the following procedure:

  1. Simulate (lets say 100) data sets with our simulation routine (and save the associated init files in a json file)

  2. Write an R script that computes the MTE for each of this simulated samples and save the results in a json file

  3. Include a regression test in our current test frame work in which we estimate the mte with grmpy and compare the resulting mte with the one obtained from our R script

SeBecker commented 4 years ago

@segsell : Do you know of any appropriate R packages for estimating the semiparametric MTE?