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Cram Policy: Variance Estimate of the crammed Policy Value Difference (Delta)

Source: R/cram_variance_estimator.R
cram_variance_estimator.Rd

This function estimates the asymptotic variance of the cram estimator for the policy value difference (delta).

Usage

cram_variance_estimator(X, Y, D, pi, batch_indices, propensity = NULL)

Arguments

X

A matrix or data frame of covariates for each sample.

Y

A vector of outcomes for the n individuals.

D

A vector of binary treatments for the n individuals.

pi

A matrix of n rows and (nb_batch + 1) columns, where n is the sample size and nb_batch is the number of batches, containing the policy assignment for each individual for each policy. The first column represents the baseline policy.

batch_indices

A list where each element is a vector of indices corresponding to the individuals in each batch.

propensity

The propensity score function

Value

The estimated variance of the policy value difference (Delta)