MatchingFrontier (version 1.0.0)

modelDependence: Compute the Athey-Imbens measure of sensitivity to model specification.

Description

modelDependence() is used to compute the Athey-Imbens measure of sensitivity to model specification.

Usage

modelDependence(dataset, treatment, base.form, verbose = TRUE,
seed = 1, cutpoints = NA, median = TRUE)

Arguments

dataset

A data frame containing the variables in the model.

treatment

The treatment (quantity of interest). The measure of model dependence is with respect to estimates of this quantity. Must be in base.form.

base.form

The base formula that is to be evaluated.

verbose

If TRUE, additional information is printed.

seed

Seed for the random number generator.

cutpoints

A list where the keys are variables names and the values are cutpoints. If specified, cutpoints for these variables will not be estimated. Otherwise, cutpoints are estimated with segmented regression.

median

If TRUE, the cutpoint is set at the median. If false, the cutpoint is estimated with segmeted (piecewise) regression.

References

Athey, Susan, and Guido W. Imbens. "A Measure of Robustness to Misspecification." (2014).

Examples

data(lalonde)

treatment <- 'treat'
base.form <- as.formula('re78 ~ treat + age + education
                         + black + hispanic + married +
                         nodegree + re74 + re75')

md <- modelDependence(lalonde, treatment, base.form,
                      cutpoints = list('age' = mean(lalonde$age)))
print(md)