Using ritest with TSLS estimation with fixest

grantmcdermott / ritest

Randomization Inference on R model objects

http://grantmcdermott.com/ritest

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Using ritest with TSLS estimation with fixest #5

Open nbrooks09 opened 2 years ago

nbrooks09 commented 2 years ago

Is it possible to use ritest with the TSLS estimation within fixest? For example, if you had imperfect compliance with an RCT and were using the original random assignment as an instrument for adoption of the intervention. The idea would be to conduct a randomization inference exercise that permutes the treatment assignment and then uses each permuted treatment for the IV?

grantmcdermott commented 7 months ago

Oof. It's a neat use case, but I can't promise that I'll implement it soon. (Unless I have to for work.) Sorry for being so slow with the reply here. I do plan to get back to this package eventually. But still have a long laundry list of other pressing items...