Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

ENH: Simulations using Pyvmte (Bernstein Polynomials) #6

Open
buddejul opened this issue Oct 5, 2024 · 0 comments
Open

ENH: Simulations using Pyvmte (Bernstein Polynomials) #6

buddejul opened this issue Oct 5, 2024 · 0 comments
Labels
enhancement New feature or request

Comments

@buddejul
Copy link
Owner

buddejul commented Oct 5, 2024

Implement simulations using Pyvmte. This allows to use Bernstein polynomials.

Simulations with Bernstein Polynomials

For Bernstein polynomials, we need to construct a DGP for every new combination of parameters y1c, y0c, y0nt.
If we take the constant spline approach used for generating data so far, the model will be misspecified.
An approach could look like this:

  • Start with constant spline MTRs based on y1c, y0c, y0nt
  • Use identification to construct (one) solution set, i.e. MTR functions. Using this implied Bernstein polynomial means we
    • have a DGP that generates y1c, y0c, y0nt,
    • that our model is correctly specified when we impose Bernstein polynomial constraints,
    • and that the parameter will be on the boundary of the identified set.
  • Then simulate from this model as usual.
@buddejul buddejul added the enhancement New feature or request label Oct 5, 2024
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
enhancement New feature or request
Projects
None yet
Development

No branches or pull requests

1 participant