compute_radial {RegCombin} | R Documentation |
Function to compute the DGM bounds on the noncommon regressor Xnc
Description
Function to compute the DGM bounds on the noncommon regressor Xnc
Usage
compute_radial(
sample1 = NULL,
Xc_x,
Xnc,
Xc_y,
Y,
values,
dimXc,
dimXnc,
nb_pts,
sam0,
eps_default0,
grid = NULL,
lim = 10,
weights_x = NULL,
weights_y = NULL,
constraint = NULL,
c_sign = NULL,
nc_sign = NULL,
refs0 = NULL,
type = "both",
meth = "adapt",
version = "first",
R2bound = NULL,
values_sel = NULL,
ties = FALSE,
modeNA = FALSE
)
Arguments
sample1 |
if NULL compute the point estimate, if a natural number then evaluate a bootstrap or subsampling replication. |
Xc_x |
the common regressor on the dataset (Xnc,Xc). Default is NULL. |
Xnc |
the noncommon regressor on the dataset (Xnc,Xc). No default. |
Xc_y |
the common regressor on the dataset (Y,Xc). Default is NULL. |
Y |
the outcome variable. No default. |
values |
the different unique points of support of the common regressor Xc. |
dimXc |
the dimension of the common regressors Xc. |
dimXnc |
the dimension of the noncommon regressors Xnc. |
nb_pts |
the constant C in DGM for the epsilon_0, the lower bound on the grid for epsilon, taken equal to nb_pts*ln(n)/n. Default is 1 without regressors Xc, 3 with Xc. |
sam0 |
the directions q to compute the variance bounds on the radial function. |
eps_default0 |
the matrix containing the directions q and the selected epsilon(q). |
grid |
the number of points for the grid search on epsilon. Default is 30. If NULL, then epsilon is taken fixed equal to kp. |
lim |
the limit number of observations under which we do no compute the conditional variance. |
weights_x |
the sampling weights for the dataset (Xnc,Xc). |
weights_y |
the sampling weights for the dataset (Y,Xc). |
constraint |
a vector indicating the different constraints in a vector of the size of X_c indicating the type of constraints, if any on f(X_c) : "concave", "concave", "nondecreasing", "nonincreasing", "nondecreasing_convex", "nondecreasing_concave", "nonincreasing_convex", "nonincreasing_concave", or NULL for none. Default is NULL, no contraints at all. |
c_sign |
sign restrictions on the commonly observed regressors: -1 for a minus sign, 1 for a plus sign, 0 otherwise. Default is NULL, i.e. no contraints. |
nc_sign |
sign restrictions on the non-commonly observed regressors Xnc: -1 for a minus sign, 1 for a plus sign, 0 otherwise. Default is NULL, i.e. no contraints. |
refs0 |
indicating the positions in the vector values corresponding to the components of betac. |
type |
equal to "both", "up", or "low". |
meth |
the method for the choice of epsilon, either "adapt", i.e. adapted to the direction or "min" the minimum over the directions. Default is "adapt". |
version |
version of the computation of the ratio, "first" indicates no weights, no ties, same sizes of the two datasets; "second" otherwise. Default is "second". |
R2bound |
the lower bound on the R2 of the long regression if any. Default is NULL. |
values_sel |
the selected values of Xc for the conditioning. Default is NULL. |
ties |
Boolean indicating if there are ties in the dataset. Default is FALSE. |
modeNA |
indicates if NA introduced if the interval is empty. Default is FALSE. |
Value
a list containing:
- upper: the upper bound in the specified directions, possibly with sign constraints
- lower: the lower bound in the specified directions, possibly with sign constraints
- unconstr: the bounds without sign constraints in the specified directions
* If common regressors, upper_agg, lower_agg, and unconstr_agg reports the same values but aggregated over the values of Xc (see the parameter theta0 in the paper)
- Ykmean: the means of Y|Xc for the considered sample
- Xkmean: the means of Xnc|Xc for the considered sample
- DYk: the difference of means of Y|Xc =k - Y|Xc =0 for the considered sample
- DXk: the difference of means of Xnc|Xc =k - Xnc|Xc =0 for the considered sample
- tests: the pvalues of the tests H0 : DXk =0
- ratio_ref: the ratio R in the radial function computed for the initial sample