madr.mcmc

matrix of covariates to be considered for inclusion/exclusion

matrix of covariates that will be included in all models (optional)

cumulative probability of models to be retained for improved computational efficiency (1 retains all visited models)


This function uses a pseudo-MC3 algorithm to search the model space, then estimate a model averaged double robust estimate using the two-stage procedure for estimating model weights with tau=0.


Estimates average treatment effects using model average double robust (MA-DR) estimation. The MA-DR estimator is defined as weighted average of double robust estimators, where each double robust estimator corresponds to a specific choice of the outcome model and the propensity score model. The MA-DR estimator extend the desirable double robustness property by achieving consistency under the much weaker assumption that either the true propensity score model or the true outcome model be within a specified, possibly large, class of models.

madr.mcmc: Calculate model averaged double robust estimate using a pseudo-MC3 algorithm

Description

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