get_oracle_bias_var_adj_db {HOIFCar}R Documentation

Estimate the oracle bias, the oracle variance of the unadjusted estimator, the adjusted estimator by Lei’s (2020) and the debiased estimator tau_db by Lu et al.(2023).

Description

Estimate the oracle bias, the oracle variance of the unadjusted estimator, the adjusted estimator by Lei’s (2020) and the debiased estimator tau_db by Lu et al.(2023).

Usage

get_oracle_bias_var_adj_db(X, Y1, n1 = NULL)

Arguments

X

The n by p covariates matrix.

Y1

Vector of n dimensional potential response Y(1).

n1

The number of subjects in the treatment group.

Value

A list of the oracle bias and variance of .

bias_adj

The oracle bias of the adjusted estimator tau_adj we proposed.

variance_unadj

The oracle variance of the unadjusted estimator.

variance_adj_lin

The oracle variance of Lei’s (2020) debiased estimator with linear working model.

variance_db

The oracle variance of the debiased estimator tau_db by Lu et al.(2023).

References

Lihua Lei, Peng Ding. Regression adjustment in completely randomized experiments with a diverging number of covariates. Biometrika, 815–828, 2020.

Xin Lu, Fan Yang, and Yuhao Wang. Debiased regression adjustment in completely randomized experiments with moderately high-dimensional covariates. arXiv preprint arXiv:2309.02073, 2023.

Examples

NULL

[Package HOIFCar version 0.2.1 Index]