R: Confidence Intervals for coefficient estimates of regsdml...

confint.regsdml {dmlalg}

R Documentation

Confidence Intervals for coefficient estimates of regsdml fits

Description

This is a method for the class regsdml. It computes two-sided confidence intervals for testing the two-sided component-wise null hypotheses that tests if a component equals zero with the (approximate) asymptotic Gaussian distribution of the coefficient estimator. The method can be applied to objects of class regsdml, which typically result from a function call to regsdml.

Usage

## S3 method for class 'regsdml'
confint(object,
    parm = NULL,
    level = 0.95,
    print_regsDML = NULL,
    print_safety = NULL,
    print_DML = NULL,
    print_regDML = NULL,
    print_regDML_all_gamma = !is.null(parm),
    print_gamma = FALSE, ...)

Arguments

`object`	An object of class `regsdml`. This object usually results from a function call to `regsdml`.
`parm`	A vector containing the indices for which `gamma`-values the results of the regularized DML estimator, whose results are stored in the list `regDML_all_gamma_statistics` of `object`, should be included in the output. If `parm` is specified, it is not necessary to specify `print_regDML_all_gamma`.
`level`	A number between 0 and 1 representing the confidence level. The default is `level = 0.95`.
`print_regsDML`	A boolean. If `TRUE`, the results of the `regsDML` method are returned.
`print_safety`	A boolean. If `TRUE`, the results of the safety device are returned.
`print_DML`	A boolean. If `TRUE`, the results of the `DML` method are returned.
`print_regDML`	A boolean. If `TRUE`, the results of the `regDML` method with the optimal choice of `gamma` (including the factor `a_N`) are returned.
`print_regDML_all_gamma`	A boolean. If `TRUE`, the results specified by `parm` below are returned.
`print_gamma`	A boolean. If `TRUE`, the `gamma`-values are printed in brackets where the respective regularization methods achieved their optimum.
`...`	Further arguments passed to or from other methods.

Value

Confidence intervals for the methods regsDML, the safety device, DML, regDML with the optimal choice of \gamma (including the factor a_N), and regDML with prespecified \gamma-values are returned by setting the respective arguments.

If none of the printing arguments are set, only the results of regsDML are returned if they are available. If they are not available and none of the printing arguments are set, the results from all available methods are returned. If print_regsDML = FALSE, only the results from those methods are returned that are explicitly specified by the printing arguments.

Examples

## See example(regsdml) for examples.