Description Usage Arguments Value
Implementation of MCM using the glmnet
package
1 | mcm_glmnet(y, d, x, np, xnew, args_tau = list())
|
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 |
xnew |
Matrix of covariates (N x p matrix) for out-of-sample prediction |
args_tau |
List of arguments passed to estimate IATEs |
Returns vector containing the out-of-sample IATEs #'
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