mcm_ea_glmnet: Implementation of MCM with efficiency augmentation using the...

Description Usage Arguments Value

View source: R/CATEs_utils.R

Description

Implementation of MCM with efficiency augmentation using the glmnet package

Usage

1
mcm_ea_glmnet(y, d, x, np, xnew, args_tau = list())

Arguments

y

Vector of outcome values

d

Vector of treament indicators

x

Matrix of covariates (N x p matrix) for estimation

np

Matrix of nuisance parameters obtained by by nuisance_cf_glmnet or nuisance_cf_grf

xnew

Matrix of covariates (N x p matrix) for out-of-sample prediction

args_tau

List of arguments passed to estimate IATEs

Value

Returns vector containing the out-of-sample IATEs #'


MCKnaus/CATEs documentation built on Sept. 11, 2021, 10:12 p.m.