rescaleX: Function to implement rescaling procedure

In ivmte: Instrumental Variables: Extrapolation by Marginal Treatment Effects

Description

This function rescales the matrix of covariates used in the direct regression to improve the conditioning number and the stability of the estimation procedure.

Usage

rescaleX(sset, dVec, drY, drN)

Arguments

sset	a list of lists constructed from the function genSSet. In the case of a direct regression, 'sset' contains only one inner list. This list contains the gamma moment at the individual level.
dVec	Vector of treatment statuses from the data.
drY	Vector of outcomes from the data.
drN	Scalar, number of observations in the data.

Value

List of rescaled covariates.

ivmte documentation built on Sept. 17, 2021, 5:06 p.m.