Legacy Exploratory BPE Prior Helper

estimate_gamma_zero_first_stage() is retained as a legacy exploratory helper. It is not sufficient for confirmatory BPE inference. Confirmatory BPE requires bpe_design(), bpe_validate_design(), and spliv(method = "bpe", ...).

Usage

estimate_gamma_zero_first_stage(
  data,
  y_name,
  z_names,
  controls = character(0),
  subset,
  fe = NULL
)

Arguments

data

Data frame.

y_name

Outcome variable name.

z_names

Instrument names whose direct effects are estimated.

controls

Optional character vector of additional controls.

subset

Legacy subset specification. Accepts a bpe_design() object, a one-sided formula, a function(data), a logical vector, or a character string naming a logical column in data.

fe

Optional one-sided FE formula. If supplied, uses fixest::feols.

Value

List with mu_hat, omega_hat, and diagnostics.

Examples

d <- data.frame(y = rnorm(40), z = rnorm(40), inactive = rep(c(TRUE, FALSE), each = 20))
suppressWarnings(estimate_gamma_zero_first_stage(
  d, y_name = "y", z_names = "z", subset = ~ inactive))
#> $mu_hat
#> [1] 0.0788356
#> 
#> $omega_hat
#>        [,1]
#> z 0.0786822
#> 
#> $diagnostics
#> $diagnostics$n_subset
#> [1] 20
#> 
#> $diagnostics$p
#> [1] 2
#> 
#> $diagnostics$engine
#> [1] "ols"
#> 
#>