AUPEC {experiment}

Estimation of the unnormalized Area Under Prescription Evaluation Curve (AUPEC) in Completely Randomized Experiments

Description

This function estimates AUPEC. The details of the methods for this design are given in Imai and Li (2019).

Usage

AUPEC(T, tau, Y)

Arguments

T

The unit-level binary treatment receipt variable.

tau

The unit-level continuous score for treatment assignment. We assume those that have tau<0 should not have treatment. Conditional Average Treatment Effect is one possible measure.

Y

The outcome variable of interest.

Value

A list that contains the following items:

aupec

The estimated Area Under Prescription Evaluation Curve

sd

The estimated standard deviation of AUPEC.

Author(s)

Michael Lingzhi Li, Operations Research Center, Massachusetts Institute of Technology [e-mail], http://mlli.mit.edu;

References

Imai and Li (2019). “Experimental Evaluation of Individualized Treatment Rules”,