This function calculates simultaneous confidence bands of CSTE curve for binary outcome.
cste_bin_SCB(x, fit, h = NULL, alpha = 0.05)samples of predictor, which is a \(m*p\) matrix.
a S3 class of cste.
kernel bandwidth.
the simultaneous confidence bands are of \(1-\alpha\) confidence level.
A list which includes:
or_x: the ordered value of \(X\beta_1\).
fit_x: the fitted value of CSTE curve corresponding to or_x.
lower_bound: the lower bound of CSTE's simultaneous confidence band.
upper_bound: the upper bound of CSTE's simultaneous confidence band.
Guo W., Zhou X. and Ma S. (2021). Estimation of Optimal Individualized Treatment Rules Using a Covariate-Specific Treatment Effect Curve with High-dimensional Covariates, Journal of the American Statistical Association, 116(533), 309-321