Infer: Inference method
In MaximinInfer: Inference for Maximin Effects in High-Dimensional Settings

Infer

R Documentation

Inference method

Given the returned list of Maximin, compute the Point estimator and Confidence interval.

Infer(
  obj,
  delta = 0,
  gen.size = 500,
  threshold = 0,
  alpha = 0.05,
  alpha.thres = 0.01
)

`obj`	returned list of Maximin
`delta`	The ridge penalty (Default = 0)
`gen.size`	The generating sample size (Default = 500)
`threshold`	Should generated samples be filtered or not? if 0, use normal threshold to filter; if 1, use chi-square threshold to filter; if 2, do not filter (Default = 0)
`alpha`	confidence value to construct confidence interval (Default = 0.05)
`alpha.thres`	confidence value to select generated samples (Default = 0.01)

`weight`	The weight vector for groups, of length `L`
`mm.effect`	The aggregated maximin effect (coefficients), of length `p` or `p+1`
`mminfer`	The list of length `n.loading`, each contains the point estimator and confidence interval