search

jkcshea / ivmte

An R package for implementing the method in Mogstad, Santos, and Torgovitsky (2018, Econometrica).
GNU General Public License v3.0
18 stars 2 forks source link

Enhance/vignette update regression #216

Closed jkcshea closed 2 years ago

jkcshea commented 2 years ago

Hi @a-torgovitsky,

I've updated the vignette to include examples of the regression approach and use of the equal.coef parameter (#204) So below are the changes, in case you want to take a look.

But a quick overview of what has changed:

  1. The Installation and Requirements section now mentions a solver is required for QCQP problems, and lsei is required for constrained least squares.
  2. The Syntax and Output Overview section now includes an example of the regression approach.
  3. A new subsection of Specifying the MTR Functions titled Equality Constraints on MTR Coefficients explaining how to use the equal.coef parameter.
  4. The Point Identified Models section has been updated to include the regression approach.
a-torgovitsky commented 2 years ago

Hi @jkcshea , the equality constraint example is a bit odd, since it implies that the treatment effect is constrained to be identically 0 for everyone. I think imposing it on a covariate makes more sense, and would be the more common use case. Otherwise that looks good to me. We can always make small adjustments or correct typos later.

jkcshea commented 2 years ago

Ah right, thanks. The example has been updated so that equal.coef = 0 + x.