confint.txshift {txshift}

Confidence Intervals for Counterfactual Mean Under Stochastic Intervention

Description

Confidence Intervals for Counterfactual Mean Under Stochastic Intervention

Usage

## S3 method for class 'txshift'
confint(object, parm = seq_len(object$psi), level = 0.95, ..., ci_mult = NULL)

Arguments

object

An object of class txshift, as produced by invoking the function txshift, for which a confidence interval is to be computed.

parm

A numeric vector indicating indices of object$est for which to return confidence intervals.

level

A numeric indicating the level of the confidence interval to be computed.

...

Other arguments. Not currently used.

ci_mult

Pre-computed multipliers for generating confidence intervals. The default of NULL should generally NOT be changed and is only used by the internal machinery for creating simultaneous confidence bands.

Details

Compute confidence intervals for estimates produced by txshift.

Value

A named numeric vector containing the parameter estimate from a txshift object, alongside lower and upper Wald-style confidence intervals at a specified coverage level.

Examples

set.seed(429153)
n_obs <- 100
W <- replicate(2, rbinom(n_obs, 1, 0.5))
A <- rnorm(n_obs, mean = 2 * W, sd = 1)
Y <- rbinom(n_obs, 1, plogis(A + W + rnorm(n_obs, mean = 0, sd = 1)))
txout <- txshift(
  W = W, A = A, Y = Y, delta = 0.5,
  estimator = "tmle",
  g_exp_fit_args = list(
    fit_type = "hal", n_bins = 5,
    grid_type = "equal_mass",
    lambda_seq = exp(-1:-9)
  ),
  Q_fit_args = list(
    fit_type = "glm",
    glm_formula = "Y ~ ."
  )
)
confint(txout)