Infer {MaximinInfer}

Inference method

Description

Given the returned list of Maximin, compute the Point estimator and Confidence interval.

Usage

Infer(
  obj,
  delta = 0,
  gen.size = 500,
  threshold = 0,
  alpha = 0.05,
  alpha.thres = 0.01
)

Arguments

obj

returned list of Maximin

delta

The ridge penalty (Default = 0)

gen.size

The generating sample size (Default = 500)

threshold

Should generated samples be filtered or not? if 0, use normal threshold to filter; if 1, use chi-square threshold to filter; if 2, do not filter (Default = 0)

alpha

confidence value to construct confidence interval (Default = 0.05)

alpha.thres

confidence value to select generated samples (Default = 0.01)

Value

weight

The weight vector for groups, of length L

mm.effect

The aggregated maximin effect (coefficients), of length p or p+1

mminfer

The list of length n.loading, each contains the point estimator and confidence interval