Estimate Auxiliary Covariate of Full Data Efficient Influence Function

Estimate Auxiliary Covariate of Full Data Efficient Influence Function

est_hn(gn_exp)

Arguments

gn_exp

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

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.