Embed Prior into Full Instrument Space

Expands a prior estimated on a subset of instruments into the full instrument vector implied by y ~ X | Z.

Usage

embed_prior_into_full_Z(formula, data, z_names, mu_hat, omega_hat)

Arguments

formula

IV formula y ~ X | Z.

data

Data frame.

z_names

Instrument names with prior moments.

mu_hat

Prior means for z_names.

omega_hat

Prior covariance for z_names.

Value

List with full-length mu, Omega, and instrument names.

Examples

d <- data.frame(y = rnorm(30), x = rnorm(30), z1 = rnorm(30), z2 = rnorm(30))
embed_prior_into_full_Z(y ~ x | z1 + z2, d,
  z_names = "z1", mu_hat = 0, omega_hat = matrix(0.1, 1, 1))
#> $mu
#> (Intercept)          z1          z2 
#>           0           0           0 
#> 
#> $Omega
#>             (Intercept)  z1 z2
#> (Intercept)           0 0.0  0
#> z1                    0 0.1  0
#> z2                    0 0.0  0
#> 
#> $inst_names
#> [1] "(Intercept)" "z1"          "z2"         
#>