nuisance_e: Cross-fitted ensemble prediction of propensity score nuisance...

View source: R/nuisance_parameters.R

nuisance_eR Documentation

Cross-fitted ensemble prediction of propensity score nuisance parameter.

Description

Cross-fitted ensemble prediction of propensity score nuisance parameter.

Usage

nuisance_e(ml, w_mat, x, cf_mat, cv = 5, 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.

w_mat

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

x

Covariate 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).

path

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

quiet

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

Value

Returns n x T+1 matrix with each columns containing the propensity score for the treatment corresponding to w_mat.


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