pop_M {POPInf} | R Documentation |
POP-Inf M-Estimation
Description
pop_M
function conducts post-prediction M-Estimation.
Usage
pop_M(
X_lab = NA,
X_unlab = NA,
Y_lab,
Yhat_lab,
Yhat_unlab,
alpha = 0.05,
weights = NA,
max_iterations = 100,
convergence_threshold = 0.05,
quant = NA,
intercept = FALSE,
focal_index = NA,
method
)
Arguments
X_lab |
Array or DataFrame containing observed covariates in labeled data. |
X_unlab |
Array or DataFrame containing observed or predicted covariates in unlabeled data. |
Y_lab |
Array or DataFrame of observed outcomes in labeled data. |
Yhat_lab |
Array or DataFrame of predicted outcomes in labeled data. |
Yhat_unlab |
Array or DataFrame of predicted outcomes in unlabeled data. |
alpha |
Specifies the confidence level as 1 - alpha for confidence intervals. |
weights |
weights vector POP-Inf linear regression (d-dimensional, where d equals the number of covariates). |
max_iterations |
Sets the maximum number of iterations for the optimization process to derive weights. |
convergence_threshold |
Sets the convergence threshold for the optimization process to derive weights. |
quant |
quantile for quantile estimation |
intercept |
Boolean indicating if the input covariates' data contains the intercept (TRUE if the input data contains) |
focal_index |
Identifies the focal index for variance reduction. |
method |
indicates the method to be used for M-estimation. Options include "mean", "quantile", "ols", "logistic", and "poisson". |
Value
A summary table presenting point estimates, standard error, confidence intervals (1 - alpha), P-values, and weights.
Examples
data <- sim_data()
X_lab <- data$X_lab
X_unlab <- data$X_unlab
Y_lab <- data$Y_lab
Yhat_lab <- data$Yhat_lab
Yhat_unlab <- data$Yhat_unlab
pop_M(Y_lab = Y_lab, Yhat_lab = Yhat_lab, Yhat_unlab = Yhat_unlab,
alpha = 0.05, method = "mean")
pop_M(Y_lab = Y_lab, Yhat_lab = Yhat_lab, Yhat_unlab = Yhat_unlab,
alpha = 0.05, quant = 0.75, method = "quantile")
pop_M(X_lab = X_lab, X_unlab = X_unlab,
Y_lab = Y_lab, Yhat_lab = Yhat_lab, Yhat_unlab = Yhat_unlab,
alpha = 0.05, method = "ols")