decide_delta: Decide ridge penalty data-dependently

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

Decide ridge penalty data-dependently

Description

To tell if the estimator is stable or not without ridge penalty at first. If instable, it picks a ridge penalty data-dependently.

Usage

decide_delta(
  obj,
  gen.size = 500,
  step_delta = 0.1,
  MAX_iter = 100,
  verbose = FALSE
)

Arguments

obj	The returned list of Maximin
gen.size	The generating sample size (Default = 500)
step_delta	The step size of searching delta (Default = 0.1)
MAX_iter	Maximum of iterations for searching (Default = 100)
verbose	Print information about delta and reward (Default = FALSE)

Value

delta	The data-dependent ridge penalty
reward.ratio	The ratio of penalized reward over non-penalized reward

MaximinInfer documentation built on April 12, 2023, 12:41 p.m.