rothenhausler_yu: Estimate the average partial effect of using the debiased...
In drape: Doubly Robust Average Partial Effects
View source: R/other_methods.R
rothenhausler_yu R Documentation
Estimate the average partial effect of using the debiased lasso method of Rothenhausler and Yu,
using pre-tuned lasso penalties, for use in simulations.
Description
Estimate the average partial effect of using the debiased lasso method of Rothenhausler and Yu,
using pre-tuned lasso penalties, for use in simulations.
Usage
rothenhausler_yu(X, y, f_lambda, m_lambda)
Arguments
X
matrix of covariates.
y
vector of responses.
f_lambda
lasso penalty for regression of y on X.
m_lambda
lasso penalty 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.
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View source: R/other_methods.R
| rothenhausler_yu | R Documentation |
Estimate the average partial effect of using the debiased lasso method of Rothenhausler and Yu, using pre-tuned lasso penalties, for use in simulations.
Description
Estimate the average partial effect of using the debiased lasso method of Rothenhausler and Yu, using pre-tuned lasso penalties, for use in simulations.
Usage
rothenhausler_yu(X, y, f_lambda, m_lambda)
Arguments
X |
matrix of covariates. |
y |
vector of responses. |
f_lambda |
lasso penalty for regression of y on X. |
m_lambda |
lasso penalty 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.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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