get a covariance matrix for the estimated CDF

evaluate_theta_cov(cdf_est, treat_prob_est, treat, out, out_levels)

Arguments

cdf_est

The estimates of the treatment-specific CDFs

treat_prob_est

List of estimated probability of treatments, output from call to estimate_treat_prob.

treat

A numeric vector containing treatment status. Should only assume a value 0 or 1.

out

A numeric vector containing the outcomes. Missing outcomes are allowed.

out_levels

A numeric vector containing all ordered levels of the outcome.

Value

Estimated covariance matrix for CDF estimates