estimate.cf: Estimate the control function

In depCensoring: Statistical Methods for Survival Data with Dependent Censoring

Estimate the control function

Description

This function estimates the control function for the endogenous variable based on the provided covariates. This function is called inside estimate.cmprsk.R.

Usage

estimate.cf(XandW, Z, Zbin, gammaest = NULL)

Arguments

XandW	Design matrix of exogenous covariates.
Z	Endogenous covariate.
Zbin	Boolean value indicating whether endogenous covariate is binary.
gammaest	Vector of pre-estimated parameter vector. If NULL, this function will first estimate gammaest. Default value is gammaest = NULL.

Value

List containing the vector of values for the control function and the regression parameters of the first step.

depCensoring documentation built on April 4, 2025, 1:52 a.m.