HDCATE.set_bw: Set bandwidth

In hdcate: Estimation of Conditional Average Treatment Effects with High-Dimensional Data

Set bandwidth

Description

Set user-defined bandwidth.

Usage

HDCATE.set_bw(model, bandwidth = "default")

Arguments

model	an object created via HDCATE
bandwidth	the value of bandwidth

Value

None.

Examples

# get simulation data
n_obs <- 500  # Num of observations
n_var <- 100  # Num of observed variables
n_rel_var <- 4  # Num of relevant variables
data <- HDCATE.get_sim_data(n_obs, n_var, n_rel_var)
# conditional expectation model is misspecified
x_formula <- paste(paste0('X', c(2:n_var)), collapse ='+')
# propensity score model is misspecified
# x_formula <- paste(paste0('X', c(1:(n_var-1))), collapse ='+')

# create a new HDCATE model
model <- HDCATE(data=data, y_name='Y', d_name='D', x_formula=x_formula)

# Set user-defined bandwidth, e.g., 0.15.
HDCATE.set_bw(model, 0.15)

hdcate documentation built on Dec. 16, 2022, 5:19 p.m.