Build LTZ Prior Matrices for Chosen Instruments — sp_prior_ltz • spliv

Build LTZ Prior Matrices for Chosen Instruments

Usage

sp_prior_ltz(
  formula,
  data = NULL,
  inst_vary,
  mean = 0,
  sd = 1,
  vcov = c("hc1", "hc0", "iid", "cluster"),
  cluster = NULL
)

Arguments

formula: Formula or spliv_fit.
data: Data frame when formula is a formula.
inst_vary: Instrument(s) with non-degenerate prior.
mean: Prior mean(s).
sd: Prior sd(s).
vcov: Vcov type.
cluster: Optional cluster ids.

Value

List with mu, omega, and instrument names.

Examples

set.seed(9)
d <- data.frame(y = rnorm(60), x = rnorm(60), z = rnorm(60))
sp_prior_ltz(y ~ x | z, d, inst_vary = "z", sd = 0.1)
#> $mu
#> [1] 0 0
#> 
#> $omega
#>      [,1] [,2]
#> [1,]    0 0.00
#> [2,]    0 0.01
#> 
#> $inst_names
#> [1] "(Intercept)" "z"          
#>