madr.enumerate: Model averaged double robust estimate with enumeration of all...

In mcefalu/madr: Model Averaged Double Robust Estimation

Description

This function enumerates all possible models and estimates a model averaged double robust estimate

Usage

madr.enumerate(Y, X, U, W = NULL, tau = 1, two.stage = F)

Arguments

Y	vector of the outcome
X	vector of the treatment indicator (0/1)
U	matrix of covariates to be considered for inclusion/exclusion
W	matrix of covariates that will be included in all models (optional)
tau	scalar value for the prior model dependence (1 is an independent prior)
two.stage	indicator if the two-stage procedure for calculating the model weights should be used

Value

A object of class madr.enumerate. The object contains the following named components:

out	a matrix that contains the BIC and estimated treatment from each outcome model
ps	a matrix that contains the BIC from each propensity score model
dr	a matrix that contains the model-specific double robust estimates
U.names	the column names of U

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