calc_lhat_glm: Estimate PPI++ Power Tuning Parameter

In ipd: Inference on Predicted Data

Estimate PPI++ Power Tuning Parameter

Description

Calculates the optimal value of lhat for the prediction-powered confidence interval for GLMs.

Usage

calc_lhat_glm(
  grads,
  grads_hat,
  grads_hat_unlabeled,
  inv_hessian,
  coord = NULL,
  clip = FALSE
)

Arguments

grads	(matrix): n x p matrix gradient of the loss function with respect to the parameter evaluated at the labeled data.
grads_hat	(matrix): n x p matrix gradient of the loss function with respect to the model parameter evaluated using predictions on the labeled data.
grads_hat_unlabeled	(matrix): N x p matrix gradient of the loss function with respect to the parameter evaluated using predictions on the unlabeled data.
inv_hessian	(matrix): p x p matrix inverse of the Hessian of the loss function with respect to the parameter.
coord	(int, optional): Coordinate for which to optimize lhat. If None, it optimizes the total variance over all coordinates. Must be in (1, ..., d) where d is the shape of the estimand.
clip	(boolean, optional): Whether to clip the value of lhat to be non-negative. Defaults to False.

Value

(float): Optimal value of lhat in [0,1].

ipd documentation built on March 11, 2026, 5:07 p.m.