plrFit: Wrapper for Partially Linear Model

View source: R/dmlUtils.R

plrFitR Documentation

Wrapper for Partially Linear Model

Description

Wrapper for Partially Linear Model

Usage

plrFit(dat, outcomeMod, pscoreMod, nf = 3)

Arguments

dat

A DoubleMLData object initialised using using DoubleMLData$new

outcomeMod

A mlr3 learner object for the outcome model

pscoreMod

A mlr3 learner object for the treatment model

nf

Number of folds for cross-fitting

Value

list with (estimate, SE, outcome RMSE, treatment RMSE, treatment Classification Error)

References

Bach, P., V. Chernozhukov, M. S. Kurz, and M. Spindler. (2021): “DoubleML – An Object-Oriented Implementation of Double Machine Learning in R,” arXiv stat.ML,.


apoorvalal/dmlUtils documentation built on May 18, 2022, 12:35 a.m.