Ensures Mutually Consistent Beliefs When Using IVs
B function from Proposition A3
Evaluates the corners given user bounds. Vectorized wrt multiple draws...
Evaluates the edge where k is on the boundary. Vectorized wrt multiple...
Evaluates the edge where r_TstarU is on the boundary.
Collapse 3-d array to matrix
Computes bounds for simulated data
Simulates different data draws
Draws covariance matrix using the Jeffrey's Prior
Creates LaTeX code for parameter estimates
Creates LaTeX code for the HPDI
Creates LaTeX code for the standard error
G function from Proposition A.2
Computes a0 and a1 bounds
Solves for beta
Returns beta bounds in binary case using grid search
Generates beta bounds off of beta draws
Wrapper function combines all unrestricted bounds together. Vectorized
Computes OLS and IV estimates
Given observables from the data, generates unrestricted bounds for kap...
Computes L, lower bound for kappa_tilde in paper
Solves for the magnification factor
Computes beliefs that support valid instrument
Given data and function specification, returns the relevant correlatio...
Compute the share of draws that could contain a valid instrument.
Computes the lower bound of psi for binary data
Computes the upper bound of psi for binary data
Given observables from the data, generates the unrestricted bounds for...
Solves for r_uz given observables, r_TstarU, and kappa
Evaluates r_uz bounds given user restrictions on r_TstarU and kappa
Given observables from the data, generates the unrestricted bounds for...
Solves for the variance of the error term u
Computes coverage of list of intervals
Generates smallest covering interval
Generates parameter estimates given user restrictions and data
Takes the OLS and IV estimates and converts it to a row of the LaTeX t...
Makes LaTeX code to make a row of a table and shift by some amount of ...
Generates table of parameter estimates given user restrictions and dat...
Generates a custom color palette given a vector of numbers
Rounds x to two decimal places
Plot ivdoctr Restrictions
Construct vectors of points that outline a rectangle.
Simulate draws from the inverse Wishart distribution
Convert 3-d array to list of matrixes
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>.