| madr.enumerate {madr} | R Documentation |
Model averaged double robust estimate with enumeration of all possible models (linear terms only)
Description
This function enumerates all possible models and estimates a model averaged double robust estimate
Usage
madr.enumerate(Y, X, U, W = NULL, tau = 1, two.stage = F)
Arguments
Y |
vector of the outcome |
X |
vector of the treatment indicator (0/1) |
U |
matrix of covariates to be considered for inclusion/exclusion |
W |
matrix of covariates that will be included in all models (optional) |
tau |
scalar value for the prior model dependence (1 is an independent prior) |
two.stage |
indicator if the two-stage procedure for calculating the model weights should be used |
Value
A object of class madr.enumerate. The object contains the following named components:
out |
a matrix that contains the BIC and estimated treatment from each outcome model |
ps |
a matrix that contains the BIC from each propensity score model |
dr |
a matrix that contains the model-specific double robust estimates |
U.names |
the column names of U |