autocorr: Autocorrelation in estimated coefficients.

In SVMMatch: Causal Effect Estimation and Diagnostics with Support Vector Machines

Description

autocorr tests the autocorrelation in the coefficients in an SVMMatch object.

Usage

	autocorr(obj)
	

Arguments

obj	A fitted SVMMatch object.

Details

Returns the autocorrelation in the posterior means of the coefficients of an SVMMatch object.

Author(s)

Marc Ratkovic

References

Ratkovic, Marc. 2014. "Balancing within the Margin: Causal Effect Estimation with Support Vector Machines." Working paper.

See Also

svmmatch

Examples

## Not run: 
##See svmmatch() for a full implementation
##Load data
	data("LaLonde")
	Data1<-LaLonde
	Data1<-Data1[Data1$exper==0|Data1$treat==1,]
	attach(Data1)	

##Format X matrix
	varnames<-c("age","educ","black","married","nodegr","hisp",
		"re75","re74")
	X<-cbind(Data1[,varnames],Data1$re75==0,Data1$re74==0)
	X<-as.matrix(X)

##Fit model
	set.seed(1)
	m1.param<-svmmatch(treat, X, dv=re78, burnin=100, gibbs=100, thin=5)

##Assess autocorrelation
	ac1<-autocorr(m1.param)
	
## End(Not run)

SVMMatch documentation built on May 2, 2019, 6:34 a.m.