UCI Sensitivity over Delta Grid

Usage

sp_sensitivity_uci_support(
  formula,
  data = NULL,
  term,
  inst_vary,
  delta_grid,
  gmin_fun = function(delta) -delta,
  gmax_fun = function(delta) delta,
  grid = 41,
  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) whose gamma bounds vary.
delta_grid: Delta grid.
gmin_fun: Function mapping delta to lower bound.
gmax_fun: Function mapping delta to upper bound.
grid: Points per instrument bound.
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(11)
d <- data.frame(y = rnorm(60), x = rnorm(60), z = rnorm(60))
sp_sensitivity_uci_support(y ~ x | z, d, term = "x", inst_vary = "z",
  delta_grid = c(0, 0.1), grid = 5, scale_instrument = "none")
#>   delta estimate conf.low conf.high             method
#> 1   0.0       NA -3.09931  1.414995 UCI (Support only)
#> 2   0.1       NA -5.23625  2.204471 UCI (Support only)