quant_est {quantoptr}

Estimate the Marginal Quantile Given a Specific Treatment Regime

Description

Estimate the marginal quantile if the entire population follows a treatment regime indexed by the given parameters. This function supports the qestimate function.

Usage

quant_est(beta, x, y, a, prob, tau)

Arguments

beta

a vector indexing the treatment regime. It indexes a linear treatment regime:

d(x)= I\{\beta_0 + \beta_1 x_1 + ... + \beta_k x_k > 0\}.

x

a matrix of observed covariates from the sample. Notice that we assumed the class of treatment regimes is linear. This is important that columns in x matches with beta.

y

a vector, the observed responses from a sample

a

a vector of 0s and 1s, the observed treatments from a sample

prob

a vector, the propensity scores of getting treatment 1 in the samples

tau

a numeric value between 0 and 1. The quantile level of interest.