LTZ Sensitivity with Normal Approximation to U(0, delta)

Usage

sp_sensitivity_ltz_uniform01_as_normal(
  formula,
  data = NULL,
  term,
  inst_vary,
  delta_grid,
  level = 0.95,
  vcov = c("hc1", "hc0", "iid", "cluster"),
  cluster = NULL,
  scale_instrument = c("residual_sd", "none")
)

Arguments

formula: Formula or spliv_fit.
data: Data frame when formula is a formula.
term: Coefficient name to track.
inst_vary: Instrument(s) with plausible violation.
delta_grid: Delta grid.
level: Confidence level.
vcov: Vcov type.
cluster: Optional cluster ids.
scale_instrument: One of "residual_sd" (default) or "none".

Value

Data frame with sensitivity path.

Examples

set.seed(12)
d <- data.frame(y = rnorm(60), x = rnorm(60), z = rnorm(60))
sp_sensitivity_ltz_uniform01_as_normal(y ~ x | z, d, term = "x",
  inst_vary = "z", delta_grid = c(0, 0.1), scale_instrument = "none")
#>   delta    estimate   conf.low conf.high                            method
#> 1   0.0 -0.03735536 -1.1100982  1.035387 LTZ (Normal approx to U(0,delta))
#> 2   0.1  0.26564199 -0.8605619  1.391846 LTZ (Normal approx to U(0,delta))