get a covariance matrix for the estimated CDF
evaluate_theta_cov(cdf_est, treat_prob_est, treat, out, out_levels)
The estimates of the treatment-specific CDFs
List of estimated probability of treatments, output from call
to estimate_treat_prob
.
A numeric
vector containing treatment status. Should only assume
a value 0 or 1.
A numeric
vector containing the outcomes. Missing outcomes are
allowed.
A numeric
vector containing all ordered levels of the
outcome.
Estimated covariance matrix for CDF estimates