sigmaOLScor1 function

Correction of OLS sigma

This function is a bias correction of the residual standard deviation under MNAR, used by ui.causal and ui.ols.

sigmaOLScor1(X, sigmaOLS, n, p, u, gridrho)

Arguments

• X: Covariate matrix outcome.
• sigmaOLS: Residual sd from outcome regression.
• n: Number of complete cases.
• p: Number of covariates outcome regression.
• u: Fitted values from propensity score regression.
• gridrho: Values of rho.