MainEff: main effects estimate in psiLearn

In mylzwq/psi-learning-for-ITR: An Implementation of psiLearn on Individualized Treatment Rule

Description

Suppose the main effects is linear, then return the fitted values in the weighted linear regression which is the main effects. Then the residual will be the interaction effects between the treatment and the "reward" plus the zero mean random effects.

Usage

MainEff(X,A,p)

Arguments

X	n*p input matrix.
A	a vector of n entries coded 1 and -1 for the treatment assignments.
R	a vector of outcome variable, larger is more desirable.

Value

It returns the main effects estimated using weighted linear regression.

fitval

the estimated main effects

Author(s)

MingyangLiu <[e-mail]>

mylzwq/psi-learning-for-ITR documentation built on May 15, 2019, 1:18 p.m.