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

In MCKnaus/dmlmt: Double Machine Learning for Multiple Treatments

Description

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

Usage

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

Arguments

x	covariate matrix to be used in CV
y	vector of outcomes
w	vector of weight
d	vector of treament indicators
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
family	Outcome family, currenlty "gaussian" and "binomial" supported
...	Pass glmnet options

Value

MSE_lasso / MSE_post_lasso: means squared errors for each lambda

MCKnaus/dmlmt documentation built on Dec. 4, 2020, 9:48 a.m.