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First CRAN release. (The 0.3.0 submission was revised at CRAN’s
request to document the return value of the confint()
method; the feature set below is unchanged.)
New outcome and treatment model families, completing parity with the
Stata lateffects omodel/tmodel
options:
omodel gains "probit" (binary outcome,
probit link) and "flogit" / "fprobit" for
fractional outcomes in [0, 1]
(e.g. proportions or rates). tmodel gains
"probit". The fractional families share all estimation with
their binary counterparts and only relax the response to the unit
interval. They reuse the probit/logit quasi-likelihood scoring already
validated for the instrument propensity score, and the test suite checks
them against first principles: the fractional families coincide with
their binary counterparts on a 0/1 response, and every fit reproduces
the corresponding weighted glm estimate.Postestimation diagnostics mirroring the Stata
lateffects suite (StataNow):
complier_means() reports population versus complier
covariate means, the complier averages computed with the normalized
Abadie-kappa weights (Stata’s estat compliers).
kappa_weights() returns those weights (the
genkappa object) for use in other complier summaries.balance_test() implements the Imai and Ratkovic (2014)
overidentification test for whether the instrument propensity score
balances the covariates (Stata’s latebalance overid);
cluster-robust when the fit is.balance(detail = TRUE) adds IPW-weighted arm means and
unweighted and weighted variance ratios alongside the standardized mean
differences (Stata’s latebalance summarize).plot() gains type = "balance_density"
(covariate kernel densities by instrument arm, raw versus weighted;
Stata’s latebalance density) and a
geom = "density" option for type = "overlap"
(Stata’s lateoverlap).These diagnostics are verified against their standard references: the Abadie-kappa identity for the complier means, the Imai and Ratkovic (2014) statistic for the balance test, and the bootstrap for the standard errors.
method = "kappa" (tau_a), "kappa0" (tau_a,0),
and "kappa10" (tau_a,10), validated against the Stata
kappalate command. Cluster-robust SEs, sampling weights,
the bootstrap, and (for "kappa"/"kappa0")
Fieller confidence sets carry over from the existing machinery.tau_u, unnormalized IPW is
tau_a,1.ivmodel = "probit" (kappalate’s
zmodel(probit)) for the weighting estimators
("ipw" and the kappa methods), completing coverage of the
kappalate command’s options.drlate_compare() now reports each kappa estimator’s own
normalization in the normalized column, and
?drlate documents that the kappa denominators are
kappa-weight means — estimating the same complier share as the IPW
first-stage contrast, but as a different sample statistic.Changes from an internal econometric audit (Monte Carlo evidence in
data-raw/mc-review.R and
data-raw/mc-weak2.R):
w1 moment condition nonzero under
pweights and invalidates the joint variance; with uniform weights the
two coincide exactly (all validated configurations are unaffected).denom^2 = q * V_dd, single-point tangency)
instead of collapsing them into “whole line”, and the complement-set
print states that the set is unbounded.F < 10 (|z| < 3.16) instead of
|z| < 2, and the printout reports
z^2 ~ F.drlate_compare() documents that IPW/RA rows use reduced
adjustment sets (estimator and specification change together) and
de-duplicates rows after normalization auto-switching.dr_hausman() documents that the LATT and ATT halves
adjust on the instrument- and treatment-equation covariates
respectively.Extensions beyond the Stata original:
plot() methods for
instrument propensity score overlap, covariate balance (love plot), and
implied-weight distributions; balance() returns
standardized mean differences;
print()/summary() report first-stage strength
and flag weak instruments.drlate(vcov = "bootstrap") provides nonparametric bootstrap
standard errors and percentile confidence intervals (cluster bootstrap
when cluster is supplied), with optional parallelism.confint(method = "fieller") inverts the joint test of the
numerator and denominator, returning bounded, complement, or whole-line
confidence sets as appropriate.dr_hausman()
implements the doubly robust test of unconfoundedness from Słoczyński,
Uysal & Wooldridge (2022, Section 5) — proposed in the paper but not
available in the Stata package — with an analytic standard error from
one jointly stacked moment system.drlate_compare()
runs IPWRA/IPW/AIPW/RA in one call with a comparison table and
dot-whisker plot.drlate v1.0.0 (SSC
S459708).pstolerance,
osample).These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.