Function for symmetric trimming predicted probabilites

trim_ps(ps, trim)

Arguments

ps

a matrix of predicted probbilities, each row should sum to 1

trim

a scalar that providing an upper and lower timming threshold as a percentile. For example, trim = 0.01 will drop the observations with propensity scores below to the 1st percentile and above the 99th percentile.

Value

Returns a vector of Boolean variables identifying which rows in the data to keep

Author

M. Alan Brookhart