compare_evaluate: Evaluate estimators by training nuisance functions on...

In drape: Doubly Robust Average Partial Effects

Evaluate estimators by training nuisance functions on training set and evaluating them on test set.

Description

Evaluate estimators by training nuisance functions on training set and evaluating them on test set.

Usage

compare_evaluate(train, test, ex_setting, f_setting, regression, sm_bw_out)

Arguments

train	list containing vector of responses y and matrix of predictors X = (x,z).
test	list containing vector of responses y and matrix of predictors X = (x,z).
ex_setting	string "normal", "mixture2", "mixture3", "logistic", "t4", "401k".
f_setting	string "plm", "additive", "interaction".
regression	Optional fitted regression.
sm_bw_out	Output of cv_resmooth.

Value

list containing f, df, and score estimates evaluated on the test set.

drape documentation built on April 3, 2025, 9:23 p.m.