Compute delta method standard errors for causal decomposition

Given an ineqx_params object with a variance-covariance matrix, computes standard errors for the decomposition quantities using the delta method: \(Var(g(\hat{\theta})) \approx \nabla g(\theta)^T \Sigma_\theta \nabla g(\theta)\).

Usage

delta_method_se(params, type = c("cross", "longit"), order = NULL, ref = NULL)

Arguments

params

An ineqx_params object with a non-NULL vcov field

type

Character, "cross" for cross-sectional or "longit" for longitudinal decomposition

order

Character vector (for longitudinal), the decomposition ordering

Value

A list of standard errors for the decomposition quantities