asymptotic_mse: Estimate asymptotic MSE
In denisagniel/synthate: Synthetic Causal Inference

Description Usage Arguments Value Examples

Estimate asymptotic MSE

1	asymptotic_mse(V_0, V, C, deltahat)

`V_0`	scalar variance of theta_0
`V`	covariance matrix of other candidate estimators
`C`	vector of covariances of theta_0 with candidates
`deltahat`	estimate of biases of candidates

estimated MSE of synthetic estimator

k <- 5
n <- 100
theta <- c(0, runif(k-1))
Sigma <- 10*diag(k)/n
d <- theta[-1]
V_0 <- Sigma[1,1]
V <- Sigma[-1,-1]
C <- Sigma[-1,1]
asymptotic_mse(V_0, V, C, d)