predict.plasso_fit: Prediction based on Post-Lasso and provides prediction...
In MCKnaus/causalDML: Causal Double Machine Learning

predict.plasso_fit

R Documentation

Prediction based on Post-Lasso and provides prediction weights if required.

Prediction based on Post-Lasso and provides prediction weights if required.

## S3 method for class 'plasso_fit'
predict(plasso_fit, x, y, xnew = NULL, weights = FALSE)

`plasso_fit`	Output of `plasso_fit`
`x`	Covariate matrix of training sample
`y`	Vector of outcomes of training sample
`xnew`	Covariate matrix of test sample
`weights`	If TRUE, weights underlying the prediction for xnew calculated

Returns list containing:

`prediction`	vector of predictions for xnew
`weights`	If `weights=TRUE` prediction weights of dimension `nrow(xnew)` x `nrow(x)` containing the weights that deliver predictions where each row gives the weight that each training outcome received in the prediction for xnew.