cate_lvl_set: cate_lvl_set

In matteobonvini/drl.cate: What the Package Does (One Line, Title Case)

cate_lvl_set

Description

This function estimates the upper level set of the cate

Usage

cate_lvl_set(
  theta,
  cate.obj,
  set_type = "upper",
  se = TRUE,
  B = 1000,
  alpha = 0.05
)

Arguments

theta	the user-specified level
cate.obj	a list of predictions of the cate at v0, fitted cate values, residuals, design matrix at v0 and design matrix at oberved V.
set_type	string indicating if upper level set, lower level set or level set should be computed. Currently ignored.
se	boolean for whether confidence sets should be returned.
B	number of bootstrap replications, ignored if se = FALSE.
alpha	1-confidence level, ignored if se = FALSE.

Value

a list containing the following components:

level_set	the estimated level sets
chat.l	lower confidence set
chat.u	upper confidence set
cutoff	cutoff from multiplier bootstrap

matteobonvini/drl.cate documentation built on Nov. 10, 2024, 12:20 a.m.