CV_core: This function contains the core parts of the CV for Lasso and...

In MCKnaus/causalDML: Causal Double Machine Learning

This function contains the core parts of the CV for Lasso and Post-Lasso

Description

This function contains the core parts of the CV for Lasso and Post-Lasso

Usage

CV_core(x, y, w, cvgroup, list, i, lambda, ...)

Arguments

x	covariate matrix to be used in CV
y	vector of outcomes
w	vector of weight
cvgroup	categorical with k groups to identify folds
list	list 1:k
i	number of fold that is used for prediction
lambda	series of lambdas used
...	Pass glmnet options

Value

MSE_lasso / MSE_plasso: means squared errors for each lambda

MCKnaus/causalDML documentation built on Aug. 19, 2023, 5:47 p.m.