quant_est function

Estimate the Marginal Quantile Given a Specific Treatment Regime

Estimate the marginal quantile if the entire population follows a treatment regime indexed by the given parameters. This function supports the qestimate function.

quant_est(beta, x, y, a, prob, tau)

Arguments

• beta: a vector indexing the treatment regime. It indexes a linear treatment regime:

• x: a matrix of observed covariates from the sample. Notice that we assumed the class of treatment regimes is linear. This is important that columns in x matches with beta.
• y: a vector, the observed responses from a sample
• a: a vector of 0s and 1s, the observed treatments from a sample
• prob: a vector, the propensity scores of getting treatment 1 in the samples
• tau: a numeric value between 0 and 1. The quantile level of interest.