OM.MA: Calculate model probabilities for the outcome models using a...

In mcefalu/madr: Model Averaged Double Robust Estimation

Description

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

Usage

OM.MA(Y, X, U, W = NULL, M = 1000, alpha = NULL, binary = F)

Arguments

Y	vector of the outcome
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)
binary	indicator if the outcome is binary (optional)

Value

A list. The list contains the following named components:

dict	a list that contains the BIC, predicted values, and estimated treatment effect from each outcome model
alpha	the last model visited by the algorithm
out.table	a matrix that contains the BIC and estimated treatment effect from each outcome model

mcefalu/madr documentation built on May 22, 2019, 3 p.m.