nuisance_dss_m: Double sample splitting predictions of outcome nuisance with...

View source: R/ndr_learner.R

nuisance_dss_mR Documentation

Double sample splitting predictions of outcome nuisance with ensemble.

Description

Double sample splitting predictions of outcome nuisance with ensemble.

Usage

nuisance_dss_m(
  ml,
  y,
  w_mat,
  x,
  cf_mat,
  cv = 5,
  weights = FALSE,
  path = NULL,
  quiet = TRUE
)

Arguments

ml

List of methods to be used in ensemble estimation of propensity score. Methods can be created by create_method.

y

Vector of outcome values

w_mat

Logical matrix of treatment indicators (n x T+1). For example created by prep_w_mat.

x

Matrix of covariates (n x p matrix)

cf_mat

Logical matrix with k columns of indicators representing the different folds (for example created by prep_cf_mat).

cv

Number of cross-validation when estimating ensemble (default 5).

weights

If TRUE, prediction weights of the outcome nuisance extracted and saved (requires to provide a path).

path

Optional path to save the ensemble objects for later processing. Saved as Ensemble_Yi where i is the number of the treatment in multiple treatment settings.

quiet

If FALSE, ensemble estimators print method that is currently running.

Value

np_grf returns the grf object(s) and a n x 1 matrix of nuisance parameters


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