margins.orf: Marginal Effects for the Ordered Forest

In orf: Ordered Random Forests

Marginal Effects for the Ordered Forest

Description

S3 method for estimation of marginal effects of an Ordered Forest objects of class orf.

Usage

## S3 method for class 'orf'
margins(forest, eval = NULL, inference = NULL, window = NULL, newdata = NULL)

Arguments

forest	estimated Ordered Forest object of class orf
eval	string, defining evaluation point for marginal effects. These can be one of "mean", "atmean", or "atmedian". (Default is "mean")
inference	logical, if TRUE inference on marginal effects will be conducted (default is inherited from the orf object)
window	numeric, share of standard deviation of X to be used for evaluation of the marginal effect (default is 0.1)
newdata	numeric matrix X containing the new observations for which the marginal effects should be estimated

Details

margins.orf estimates marginal effects at the mean, at the median, or the mean marginal effects, depending on the eval argument. It is advised to increase the number of subsampling replications in the supplied orf object as the estimation of the marginal effects is a more demanding exercise than a simple Ordered Forest estimation/prediction. Additionally to the estimation of the marginal effects, the weight-based inference for the effects is supported as well. Note, that the inference procedure is much more computationally exhausting exercise due to the computation of the forest weights. Additionally, the evaluation window for the marginal effects can be regulated through the window argument. Furthermore, new data for which marginal effects should be computed can be supplied as well as long as it lies within the support of X.

Value

object of type margins.orf with following elements

info	info containing forest inputs and data used
effects	marginal effects
variances	variances of marginal effects
errors	standard errors of marginal effects
tvalues	t-values of marginal effects
pvalues	p-values of marginal effects

Author(s)

Gabriel Okasa

See Also

summary.margins.orf, print.margins.orf

Examples

## Ordered Forest
require(orf)

# load example data
data(odata)

# specify response and covariates
Y <- as.numeric(odata[, 1])
X <- as.matrix(odata[, -1])

# estimate Ordered Forest
orf_fit <- orf(X, Y)

# estimate marginal effects of the orf (default)
orf_margins <- margins(orf_fit)

# estimate marginal effects evaluated at the mean
orf_margins <- margins(orf_fit, eval = "atmean")

# estimate marginal effects with inference
# (orf object has to be estimated with honesty and subsampling)
orf_margins <- margins(orf_fit, inference = TRUE)

# estimate marginal effects with custom window size
orf_margins <- margins(orf_fit, window = 0.5)

# estimate marginal effects for some new data (within support of X)
orf_margins <- margins(orf_fit, newdata = X[1:10, ])

# estimate marginal effects with all custom settings
orf_margins <- margins(orf_fit, eval = "atmedian", inference = TRUE,
                                window = 0.5, newdata = X[1:10, ])

orf documentation built on July 24, 2022, 1:05 a.m.