Description Usage Arguments Details Value Author(s) References Examples

Cressie and Read class of objective functions parameterized by a scalar *θ*.

1 2 3 |

`v` |
A vector of points at which the function will be evaluated at. |

`theta` |
A user defined value for |

This set of functions can be used for the main `ATE`

function for the arguments `theta`

. The class of functions, are defined by (see Cressie and Read (1984))

*ρ(v) = -(1+θ v)^{(θ+1)/θ}/(θ+1) ,*

where *θ* is scalar. The expression is interpreted as limits for *θ = 0* or *θ = -1* (see Newey and Smith (2004)).

The output of the real values function for a given parameter *θ*.

Asad Haris, Gary Chan

Chan, K. C. G. and Yam, S. C. P. and Zhang, Z. (2015). "Globally Efficient Nonparametric Infernence of Average Treatment Effects by Emperical Balancing Calibration Weighting", under revision.

Chan, K. C. G. and Yam, S. C. P. (2014). "Oracle, Multiple Robust and Multipurpose Calibration in a Missing Response Problem". Statistical Science 29 (3): 380-386.

Cressie, N. and Read, T. R. C. (1984). "Multinomial goodness-of-fit tests". J. Roy. Statist. Soc. Ser. B 46 440-464.

Newey, W. K. and Smith, R. J. (2004). Higher order properties of GMM and generalized empirical likelihood estimators. Econometrica 72 219-255.

1 2 3 4 5 6 7 8 9 10 11 12 13 14 |

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.