PS.MA: Calculate model probabilities for the propensity score model...

In madr: Model Averaged Double Robust Estimation

Description

This function uses a pseudo-MC3 algorithm to search the propensity score model space.

Usage

PS.MA(X, U, W = NULL, M = 1000, alpha = NULL, master.index = NULL,
  master.dict = list())

Arguments

X	vector of the treatment (0/1)
U	matrix of covariates to be considered for inclusion/exclusion
W	matrix of covariates that will be included in all models (optional)
M	the number of MCMC iteration
alpha	vector of inclusion indicators (which columns of U) to start MCMC algorithm (optional)
master.index	indexes which columns of U should be considered for inclusion in the propensity score model (optional)
master.dict	list containing information from previous propensity score model fits (optional)

Value

A list. The list contains the following named components:

dict	a list that contains the BIC and estimated propensity scores from propensity score models
alpha	the last model visited by the algorithm
out.table	a matrix that contains the BIC from each propensity score model

madr documentation built on May 2, 2019, 6:03 a.m.