Given the returned list of Maximin, compute the Point estimator and Confidence interval.
Infer(
obj,
delta = 0,
gen.size = 500,
threshold = 0,
alpha = 0.05,
alpha.thres = 0.01
)The weight vector for groups, of length \(L\)
The aggregated maximin effect (coefficients), of length \(p\) or \(p+1\)
The list of length \(n.loading\), each contains the point estimator and confidence interval
returned list of Maximin
The ridge penalty (Default = 0)
The generating sample size (Default = 500)
Should generated samples be filtered or not? if 0, use normal threshold to filter; if 1, use chi-square threshold to filter; if 2, do not filter (Default = 0)
confidence value to construct confidence interval (Default = 0.05)
confidence value to select generated samples (Default = 0.01)