pqr-package: Regularized projection score estimation of treatment effects...
In 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.

Xu Liu

Maintainer: Xu Liu <liu.xu@sufe.edu.cn>

Cheng, C., Feng, X., Huang, J. and Liu, X. (2020). Regularized projection score estimation of treatment effects in high-dimensional quantile regression. Manuscript.

xliusufe/pqr documentation built on Feb. 5, 2020, 3:06 a.m.