xliusufe/pqr: pqr
A regularized projection score method is proposed for estimating treatment effects in quantile regression in the presence of high-dimensional confounding covariates. This method is based on an estimated projection score function of the low-dimensional treatment parameters in the presence of high-dimensional confounding covariates. We propose one-step algorithm and a reffitted wild bootstrapping approach for variance estimation. This enables us to construct confidence intervals for the treatment effects in the high-dimensional circumstances.
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Package details |
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| Author | Chao Cheng [aut], Xingdong Feng [aut], Jian Huang [aut], Xu Liu [aut,cre] |
| Maintainer | Xu Liu and Chao Cheng <liu.xu@shufe.edu> |
| License | GPL-2 |
| Version | 1.0.1 |
| URL | https://github.com/xliusufe/pqr |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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