Cram Policy: Variance Estimate of the crammed Policy Value estimate (Psi)

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

Usage

cram_variance_estimator_policy_value(
  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

Propensity score function

Value

The variance estimate of the crammed Policy Value estimate (Psi)