get a covariance matrix for the estimated CDF
evaluate_theta_cov(cdf_est, treat_prob_est, treat, out, out_levels)
cdf_est | The estimates of the treatment-specific CDFs |
---|---|
treat_prob_est | List of estimated probability of treatments, output from call
to |
treat | A |
out | A |
out_levels | A |
Estimated covariance matrix for CDF estimates