Estimate Auxiliary Covariate of Full Data Efficient Influence Function

Estimate Auxiliary Covariate of Full Data Efficient Influence Function

Usage

est_Hn(gn_exp, gps_bound)

Arguments

gn_exp

An estimate of the exposure density (a generalized propensity score) using the output provided by est_g_exp.

gps_bound

numeric giving the lower limit of the generalized propensity score estimates to be tolerated (default = 0.05). Estimates less than this are truncated to this or 1/n. See bound_propensity for details.

Value

A data.table with two columns, containing estimates of the auxiliary covariate at the natural value of the exposure H(A, W) and at the shifted value of the exposure H(A + delta, W).

Details

Compute an estimate of the auxiliary covariate of the efficient influence function required to update initial estimates through logistic tilting models for targeted minimum loss estimation.