estimall: Estimates all the parameters in the SPPS model

Description Usage Arguments Value

Description

Estimates all the parameters in the SPPS model

Usage

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estimall(x, a, method = "ATE", estim.method = "ML", phi = expit,
  dphi = dexpit, phiinv = expitinv, maxit = 20)

Arguments

x

A matrix of covariates of dimension n x p

a

A Vector a of 0s and 1s of dimension n

method

The method to be used "ATE" (default) or "IPW"

estim.method

The estimation method to be used for estimating the parameters "ML" (default) or "LS"

phi

A function that maps the real line onto the interval (0,1)

dphi

The derivative of phi

phiinv

The inverse of phi

maxit

The maximum number of iterations to be performed.

Value

a list of model output values as in glm.fit


mvaldora/SPPS documentation built on May 7, 2019, 12:53 a.m.