plasso: This function uses the 'glmnet' package to estimate the...

In MCKnaus/causalDML: Causal Double Machine Learning

This function uses the glmnet package to estimate the coefficient paths and cross-validates least squares Lasso AND Post-Lasso

Description

This function uses the glmnet package to estimate the coefficient paths and cross-validates least squares Lasso AND Post-Lasso

Usage

plasso(x, y, w = NULL, kf = 10, ...)

Arguments

x	Matrix of covariates (number of observations times number of covariates matrix)
y	vector of outcomes
w	vector of weights
kf	number of folds in k-fold CV
...	Pass glmnet options

Value

List with the names of selected variables at cross-validated minima for Lasso and Post-Lasso

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