pseudo_outcome_variance: Variance of the doubly robust observations

In WannabeSmith/drconfseq: Confidence sequences for the average treatment effect

Variance of the doubly robust observations

Description

Variance of the doubly robust observations

Usage

pseudo_outcome_variance(y, reg_1, reg_0, propensity_score, treatment)

Arguments

y	The measured outcome (a real number).
reg_1	The predicted outcome in the treatment group (a real vector).
reg_0	The predicted outcome in the control group (a real vector).
propensity_score	The predicted (or known) propensity score (a (0, 1)-valued vector)
treatment	Whether the subject received treatment (a boolean vector or 0/1-valued integer vector).

Value

The variance of the doubly-robust observations (a vector of real numbers)

WannabeSmith/drconfseq documentation built on Sept. 13, 2023, 3:05 a.m.