Draws parameter samples using the sandwich variance V_theta, runs VE
updates, and simulates predictive counts with zero-inflation. Returns
per-cell prediction intervals and coverage.
Usage
Predictions(Y, X, fit, MC)
Arguments
- Y
An n x p count matrix (NAs allowed).
- X
An (n*p) x d design matrix (stacked by blocks of size n).
- fit
Estimator output list.
- MC
Integer, number of Monte Carlo draws.
Value
A list with elements:
Z, U, Y.hat, pred: MC samples
xi: VE xi matrices for each draw
lower, upper: 2.5% and 97.5% predictive quantiles
level: average empirical coverage of [lower, upper]