partially_linear: Fit a doubly-robust partially linear regression using the...

In drape: Doubly Robust Average Partial Effects

Fit a doubly-robust partially linear regression using the DoubleML package and pre-tuned XGBoost regressions, for use in simulations.

Description

Fit a doubly-robust partially linear regression using the DoubleML package and pre-tuned XGBoost regressions, for use in simulations.

Usage

partially_linear(X, y, g_params, m_params)

Arguments

X	matrix of covariates.
y	vector of responses.
g_params	XGBoost hyperparameters for partially linear regression of y on X.
m_params	XGBoost hyperparameters for predictor regression of the first column of X on the others.

Value

List containing the linear parameter estimate and the corresponding standard error estimate.

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