lgem: Linear generated effect modifiers method (main)
In syhyunpark/csim: Constrained single index models (CSIM)

Description Usage Arguments Value See Also

lgem is a wrapper function for fitting a generated treatment effect modifiers (GEM) model by the "Numerator" criterion of Petkova et al. (2016). The GEM variable is defined as a linear combination of pretreatment covariates X, optimized under a linear model framework to exhibit a strong (linear) interaction effect with the treatment indicator. CSIM is a semiparametric generalization of the GEM model for modeling possilbly nonlinear interaction effects.

1 2	lgem(y, Tr, X, use.lasso = FALSE, n.folds = 20, eff.aug = FALSE, boot.CI = FALSE, n.boot = 200, plots = TRUE)

`y`	treatment outcomes, a n-by-1 vector
`Tr`	treatment indicators, a n-by-1 vector; each element represents one of the K available treatment options
`X`	pretreatment covarates, a n-by-p matrix
`use.lasso`	if `TRUE`, estimate the treatment-specific linear regression coefficients via the Lasso, with the tuning parameters selected by `n.folds` cross-validation for prediction errors; the default is `FALSE`.
`n.folds`	an integer value specifying the number of folds to be used in cross-validation.
`eff.aug`	if `TRUE`, perform efficiency augmentation (using a L1 regularized linear regression for the main effects of X); the default is `FALSE`.
`boot.CI`	if `TRUE`, return a `boot` object that can be used to construct bootstrap confidence intervals for the single index coefficients; the default is `FALSE`.
`n.boot`	when `boot.CI=TRUE`, a value specifying the number of bootstrap replications.
`plots`	if `TRUE`, produce a plot for the link function estimates and the coefficient estimate.

a list of information of the fitted model including

`alpha.coef`	a vector of the estimated GEM coefficients.
`gamma.list`	a list of the treatment-specific slopes
`coef.list`	a list of the treatment-specific coefficients, i.e., the slope times the GEM coefficients.
`link.fn.plot`	a plot object for the treatment-specific link functions (slopes).
`coef.plot`	a plot object for the GEM coefficients.
`boot.results`	a `boot` object that can be used to construct bootstrap confidence intervals for the GEM coefficients.