est_tsm: Efficient Estimation of Counterfactual Means of Dynamic Rules

Description Usage Arguments Value

Description

Evaluate the treatment-specific mean (TSM) based on static interventions or on the dynamic treatment rule. Efficient one-step and TML estimators are available for each of these target parameters.

Usage

1
est_tsm(data_with_rule, tsm_param, est_type)

Arguments

data_with_rule

A data.table containing the input data, augmented with cross-validated nuisance parameter estimates, an estimate of the CATE, and a treatment rule assigned based on the estimated CATE via assign_rule. This input object should be created by successive calls to set_est_data, est_cate, and assign_rule in a sequence, or through a wrapper function that composes these function calls automatically.

tsm_param

A character string (of length one) identifying the treatment-specific mean to be estimated. "tsm_static_trt" gives the counterfactual mean under the static intervention assigning treatment to all units; "tsm_static_ctl" gives the counterfactual mean under the static intervention withholding treatment from all units; and, lastly, "tsm_dynamic_opt" gives the counterfactual mean under the dynamic rule assigning treatment based on potential benefit/harm from treatment.

est_type

Specification of either the one-step or TML estimator. See the documentation of est_effect for details.

Value

A data.table containing point estimates and the standard error of the estimates of the specified target parameter. The resulting object contains the estimated efficient influence function as an attribute appended to the object via setattr.


Netflix/sherlock documentation built on Dec. 17, 2021, 5:22 a.m.