| GATE | R Documentation |
Estimates grouped average treatment effects from a continuous score.
GATE(T, tau, Y, ngates = 5, centered = FALSE)
T |
Binary treatment indicator (0 or 1). |
tau |
Continuous score vector. |
Y |
Outcome vector. |
ngates |
Number of groups (at least 2). |
centered |
Whether to center outcomes before estimation. |
Standard errors account for estimated group cutoffs and assume continuous
treatment effects at the boundaries. Ties are broken randomly; use
set.seed() for reproducibility. Both arms need at least two
observations. Empty group arms return NA standard errors.
A list with group estimates gate and standard errors sd,
ordered by increasing score.
Michael Lingzhi Li, Technology and Operations Management, Harvard Business School mili@hbs.edu, https://www.michaellz.com/;
Imai and Li (2022). “Statistical Inference for Heterogeneous Treatment Effects Discovered by Generic Machine Learning in Randomized Experiments”,
T = c(1,0,1,0,1,0,1,0)
tau = c(0,0.1,0.2,0.3,0.4,0.5,0.6,0.7)
Y = c(4,5,0,2,4,1,-4,3)
gatelist <- GATE(T,tau,Y,ngates=2)
gatelist$gate
gatelist$sd
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