madr.enumerate function

Model averaged double robust estimate with enumeration of all possible models (linear terms only)

This function enumerates all possible models and estimates a model averaged double robust estimate

madr.enumerate(Y, X, U, W = NULL, tau = 1, two.stage = F)

Arguments

• Y: vector of the outcome
• X: vector of the treatment indicator (0/1)
• U: matrix of covariates to be considered for inclusion/exclusion
• W: matrix of covariates that will be included in all models (optional)
• tau: scalar value for the prior model dependence (1 is an independent prior)
• two.stage: indicator if the two-stage procedure for calculating the model weights should be used

Returns

A object of class madr.enumerate. The object contains the following named components: - out: a matrix that contains the BIC and estimated treatment from each outcome model

• ps: a matrix that contains the BIC from each propensity score model

• dr: a matrix that contains the model-specific double robust estimates

• U.names: the column names of U