Regularized Calibrated Estimation


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Documentation for package ‘RCAL’ version 2.0

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RCAL-package RCAL: Regularized calibrated estimation
ate.aipw Augmented inverse probability weighted estimation of population means
ate.ipw Inverse probability weighted estimation of average treatment effects
ate.nreg Model-assisted inference for average treatment effects without regularization
ate.regu.cv Model-assisted inference for average treatment effects based on cross validation
ate.regu.path Model-assisted inference for average treatment effects along regularization paths
glm.nreg Non-regularied M-estimation for fitting generalized linear models
glm.regu Regularied M-estimation for fitting generalized linear models with a fixed tuning parameter
glm.regu.cv Regularied M-estimation for fitting generalized linear models based on cross validation
glm.regu.path Regularied M-estimation for fitting generalized linear models along a regularization path
late.aipw Augmented inverse probability weighted estimation of local average treatment effects
late.nreg Model-assisted inference for local average treatment effects without regularization
late.regu.cv Model-assisted inference for local average treatment effects (LATEs) with instrumental variables based on cross validation
late.regu.path Model-assisted inference for local average treatment effects along regularization paths
mn.aipw Augmented inverse probability weighted estimation of population means
mn.ipw Inverse probability weighted estimation of population means
mn.nreg Model-assisted inference for population means without regularization
mn.regu.cv Model-assisted inference for population means based on cross validation
mn.regu.path Model-assisted inference for population means along a regularization path
RCAL RCAL: Regularized calibrated estimation
simu.data Simulated data
simu.iv.data Simulated instrumental variable data