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This function iterates through the simulation settings defined in Carlotti and Parast (2026) and estimates the true values of \(U_Y\), \(U_S\), \(\delta\), \(V_Y\), \(V_S\), and \(\theta\) using a Monte Carlo dataset generated according to the specified data-generating processes.

Usage

compute_estimands_Carlotti_and_Parast_2026(MC_samples)

Arguments

MC_samples

Integer. The number of Monte Carlo samples to generate per setting.

Value

A data frame containing the Monte Carlo estimates for each setting:

  • setting: The index of the simulation setting.

  • U_Y_MC, U_S_MC, delta_MC: Parameters of interest from Parast et al. (2024) .

  • V_Y_MC, V_S_MC, theta_MC: Parameters of interest from Carlotti and Parast (2026) .

Details

The settings are defined as follows:

  • Setting 1: X binary

    • If \(X = 1\): $$Y_1 \sim \mathcal{N}(5, 1), \quad Y_0 \sim \mathcal{N}(0, 1)$$ $$S_1 = Y_1 + \mathcal{N}(0, 1), \quad S_0 = Y_0 + \mathcal{N}(0, 1)$$

    • If \(X = 0\): $$Y_1 \sim \mathcal{N}(5, 1), \quad Y_0 \sim \mathcal{N}(0, 1)$$ $$S_1 = Y_1 + \mathcal{N}(-10, 1), \quad S_0 = Y_0 + \mathcal{N}(-10, 1)$$

  • Setting 2: X Gaussian $$(Y_1, S_1, Y_0, S_0) \mid X = x \sim \mathcal{N}(x (1, 7, 0, 6)', \frac{1}{2} I_4),$$

This function is generally not intended to be called directly by the user. It is provided as a utility for computing the true parameter values for the simulation settings described in Carlotti and Parast (2026) .

References

Carlotti P, Parast L (2026). “A Bayesian Critique of Rank-Based Methods for Surrogate Marker Evaluation.” arXiv preprint arXiv:2603.14381.