Last data update: 2014.03.03
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R: sigmav.func
sigmav.func | R Documentation |
sigmav.func
Description
Calculates the standard deviation of the error when a linear probability model is fit to predict a binary treatment based on a binary instrument.
Usage
sigmav.func(prob.d1.given.z1, prob.d1.given.z0, prob.z1)
Arguments
prob.d1.given.z1 |
Probability that the treatment D equals 1 given that the instrumental variable Z equals 1.
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prob.d1.given.z0 |
Probability that the treatment D equals 1 given that the instrumental variable Z equals 0.
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prob.z1 |
Probability that the instrumental variable Z equals 1.
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Value
Standard deviation of the error v from D=E(D|Z)+v.
Author(s)
Dylan Small
Examples
### sigmav when P(D=1|Z=1)=.75, P(D=1|Z=0)=.25, P(Z=1)=.5
sigmav.func(prob.d1.given.z1=.75,prob.d1.given.z0=.25,prob.z1=.5)
Results
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