compute_risk: Compute risk value

In CausalGPS: Matching on Generalized Propensity Scores with Continuous Exposures

Compute risk value

Description

Calculates the cross-validated risk for the optimal bandwidth selection in kernel smoothing approach.

Usage

compute_risk(h, matched_Y, matched_w, matched_cw, x_eval, w_vals, kernel_appr)

Arguments

h	A scalar representing the bandwidth value.
matched_Y	A vector of outcome variable in the matched set.
matched_w	A vector of continuous exposure variable in the matched set.
matched_cw	A vector of counter or weight variable in the matched set.
w_vals	A vector of values that you want to calculate the values of the ERF at.
kernel_appr	Internal kernel approach. Available options are locpol and kernsmooth.

Value

returns a cross-validated risk value for the input bandwidth

CausalGPS documentation built on Sept. 30, 2023, 1:06 a.m.