BayesRegDTR (version 1.1.2)

compute_MC_draws_mvt: Compute Monte Carlo Draws from Multivariate Dataset

Description

Obtain Monte Carlo draws from posterior distribution of stagewise regression parameters

Usage

compute_MC_draws_mvt(
  Data,
  tau,
  num_treats,
  B,
  nu0 = 3,
  V0 = mapply(diag, p_list, SIMPLIFY = FALSE),
  alph,
  gam,
  p_list,
  showBar = TRUE
)

Value

Monte Carlo draws??? A list containing:

1. sigmat_B_list: Desc. A list of length num_stages with each element a vector of size B x p_t

2. Wt_B_list: Desc. A list of length num_stages with each element a matrix of size B x p_t

3. beta_B: Desc. A list of length B

4. sigmay_2B: Desc. A list of length B

Arguments

Data

Observed data organised as a list of \(\{y, X, A\}\) where y is a vector of the final outcomes, X is a list of matrices of the intermediate covariates and A is a matrix of the assigned treatments

tau

Prior precision scale. Should be specified with a small value

num_treats

Vector of number of treatment options at each stage

B

Number of MC draws

nu0

Inverse-Wishart degres of freedom. default: 3

V0

Inverse-Wishart scale matrix. default: diagonalisation of p_list

alph

Inverse-Gamma prior shape parameter for regression error variance of y. default: 1

gam

Inverse-Gamma prior rate parameter for regression error variance of y. default: 1

p_list

Vector of dimension for each stage

showBar

Whether to show a progress bar. Uses bar from progress_bar deafult: TRUE