adamlauretig
/ classic_iv.stan
Created
October 15, 2017 16:24
— forked from khakieconomics/classic_iv.stan
Classic instrumental variables regression model for Stan
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| data { | |
| int N; | |
| int PX; // dimension of exogenous covariates | |
| int PN; // dimension of endogenous covariates | |
| int PZ; // dimension of instruments | |
| matrix[N, PX] X_exog; // exogenous covariates | |
| matrix[N, PN] X_endog; // engogenous covariates | |
| matrix[N, PZ] Z; // instruments | |
| vector[N] Y_outcome; // outcome variable | |
| int<lower=0,upper=1> run_estimation; // simulate (0) or estimate (1) |