selTLSE: Thresholding Least Squares estimator

In causalTLSE: Thresholding Least Squares Inference for Causal Effects

Thresholding Least Squares estimator

Description

This is the main function to estimate the causal effects using the semiparametric thresholding least squares method.

Usage

selTLSE(model, method=c("FTLSE", "BTLSE"),
        crit = c("ASY", "AIC", "BIC"), 
        minPV = function(p) 1/(p * log(p)), vcov.=NULL, ...)

Arguments

model	A model of class tlseModel created by the getModel function.
method	The selection method: backward for forward.
crit	The criterion to select the piecewise polynomial knots.
minPV	A function to determine the threshold for the significance of the coefficients. It has to be a function of one parameter, which is the average number of knots in the model.
vcov.	An alternative function to compute the covariance matrix of the least squares estimators. The default is the vcov method for lm objects.
...	Additional arguments to pass to vcov.

Examples

data(simData)
mod1 <- setModel(Y~Z|~X1*X2, data=simData)
selTLSE(mod1, "BTLSE")

causalTLSE documentation built on March 31, 2023, 3:07 p.m.