ate.aipw {RCAL} | R Documentation |
This function implements augmented inverse probability weighted (IPW) estimation of average treatment effects (ATEs), provided both fitted propensity scores and fitted values from outcome regression.
ate.aipw(y, tr, mfp, mfo, off = NULL)
y |
An |
tr |
An |
mfp |
An |
mfo |
An |
off |
A |
one |
A |
ipw |
A |
or |
A |
est |
A |
var |
The estimated variances associated with the augmented IPW estimates of means. |
ze |
The z-statistics for the augmented IPW estimates of means, compared to |
diff |
The augmented IPW estimate of ATE. |
diff.var |
The estimated variance associated with the augmented IPW estimate of ATE. |
diff.ze |
The z-statistic for the augmented IPW estimate of ATE. |
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.