Theorem 5.3: the one-sided threshold for the effect on the treated

Homoskedastic, as in the paper.

Usage

morie_optimal_alpha_att(pscore, treated, tol = 1e-12, max_iter = 200)

Arguments

pscore

Numeric propensity scores.

treated

Integer 0/1 treatment indicators.

tol, max_iter

Convergence parameters.

Value

A list with alpha_t, keep, trim, no_trimming.

References

Crump, R. K. et al. (2009). Theorem 5.3.

Examples

set.seed(11)
ps <- runif(500, 0.02, 0.98)
morie_optimal_alpha_att(ps, rbinom(500, 1, ps))$alpha_t
#> [1] 0.8038996