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RegCombin (version 0.4.1)

Partially Linear Regression under Data Combination

Description

We implement linear regression when the outcome of interest and some of the covariates are observed in two different datasets that cannot be linked, based on D'Haultfoeuille, Gaillac, Maurel (2022) . The package allows for common regressors observed in both datasets, and for various shape constraints on the effect of covariates on the outcome of interest. It also provides the tools to perform a test of point identification. See the associated vignette for theory and code examples.

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Version

Install

install.packages('RegCombin')

Monthly Downloads

150

Version

0.4.1

License

GPL-3

Maintainer

Christophe Gaillac

Last Published

October 16th, 2023

Functions in RegCombin (0.4.1)

DGM_bounds_test

This function compute the DGM bounds for all the different coefficients, adapted to the point identification test.

This function compute the DGM bounds for all the different coefficients.

Compute the weighted empirical cumulative distribution

Function to create the matrix of the support points for the common regressors Xc

Function computing all the different bounds : DGM and/or Variance

compute_support

Compute the support function for the projections of the identified set

objective_support

Internal function to minimize to compute the function sigma for the projections of the identified set

compute_ratio_variance

Function to compute the variance bounds

regCombin_profile

Computing the DGM bounds for different values of epsilon, proportional to the data-driven selected one

compute_support_paral

Function to minimize to compute the function sigma for the projections of the identified set

compute_stat_variance

Function to compute the Variance bounds on the noncommon regressor Xnc

tabulate_values

Function to tabulate the values the common regressors Xc whatever the dimension.

Function for the data-driven selection of the epsilon tuning parameter

The subsampling rule

point_ident_test

Function performing the test of point identification on a validation sample.

select_epsilon_test

Function for the data-driven selection of the epsilon tuning parameter, adapted to the point identification test.

summary_regCombin

Produce the final summary table for the output of the felogit function

Function to compute the DGM bounds on the noncommon regressor Xnc

compute_bnds_betac

Function to compute the bounds on the coefficients of the common regressors.

compute_radial_test

Function to compute the DGM bounds on the noncommon regressor Xnc, adapted to the point identification test.

This function computes the AS test using DGM implementation in the package RationalExp

compute_constraints

Compute the indexes of the values of the common regressors Xc used in the various shape constraints

Function to compute the main statistic for the point estimate

This function finds the boundary of the identified set in one specified direction using the AS test and Newton's method.

Variance_bounds

Function to compute the variance bounds for Xnc