Description Usage Arguments Value
This function creates the nuisance parameters p(x), mu(x), and mu_d(x)
via cross-fitting using the grf
package
1 2 | nuisance_cf_grf(y, d, x, index, args_p = list(), args_y = list(),
args_y0 = list(), args_y1 = list())
|
y |
Vector of outcome values |
d |
Vector of treament indicators |
x |
Matrix of covariates (N x p matrix) |
index |
List indicating indices for cross-fitting (e.g. obtained by |
args_p |
List of arguments passed to estimate propensity score model |
args_y |
List of arguments passed to estimate outcome model |
args_y0 |
List of arguments passed to estimate outcome model of non-treated |
args_y1 |
List of arguments passed to estimate outcome model of treated |
Returns n x 4 matrix containing the nuisance parameters #'
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