mn.ipw {RCAL} | R Documentation |
This function implements inverse probability weighted (IPW) estimation of population means with missing data, provided fitted propensity scores.
mn.ipw(y, tr, fp)
y |
An |
tr |
An |
fp |
An |
The ratio IPW estimate is the direct IPW estimate divided by that with y
replaced by a vector of 1s. The latter is referred to as
the direct IPW estimate of 1.
one |
The direct IPW estimate of 1. |
est |
The ratio IPW estimate. |
Tan, Z. (2020a) Regularized calibrated estimation of propensity scores with model misspecification and high-dimensional data, Biometrika, 107, 137–158.
Tan, Z. (2020b) Model-assisted inference for treatment effects using regularized calibrated estimation with high-dimensional data, Annals of Statistics, 48, 811–837.