backdr_dr: Compute the doubly robust standardized estimates

In FrankLef/fciR: Data and functions used with Fundamentals of Causal Inference by Babette Brumback

Compute the doubly robust standardized estimates

Description

Compute the doubly robust standardized estimates.

Usage

backdr_dr(
  data,
  formula,
  exposure.name,
  confound.names,
  family = c("binomial", "poisson", "gaussian")
)

standdr(
  data,
  formula,
  exposure.name,
  confound.names,
  family = c("binomial", "poisson", "gaussian")
)

Arguments

data	Dataframe of raw data.
formula	Formula representing the model.
exposure.name	Name of exposure variable.
confound.names	Names of the confound variables.
family	Name of the model's family. Must be one of c("binomial", "poisson", "gaussian"). default is "binomial".

Details

Compute the doubly robust standardized estimates using the code from section 6.3.

Value

Dataframe in a useable format for rsample::bootstraps.

Source

Section 6.3.

Examples

# An example can be found in the location identified in the
# source section above at the github site
# https://github.com/FrankLef/FundamentalsCausalInference.

FrankLef/fciR documentation built on Nov. 12, 2023, 6:09 a.m.