fit_prog_reg: Use a separate regularized regression for each post period to...

Description Usage Arguments Value

View source: R/outcome_models.R

Description

Use a separate regularized regression for each post period to fit E[Y(0)|X]

Usage

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fit_prog_reg(X, y, trt, alpha = 1, lambda = NULL, poly_order = 1,
  type = "sep", ...)

Arguments

X

Matrix of covariates/lagged outcomes

y

Matrix of post-period outcomes

trt

Vector of treatment indicator

alpha

Mixing between L1 and L2, default: 1 (LASSO)

lambda

Regularization hyperparameter, if null then CV

poly_order

Order of polynomial to fit, default 1

type

How to fit outcome model(s)

  • sep Separate outcome models

  • avg Average responses into 1 outcome

  • multi Use multi response regression in glmnet

Value


ebenmichael/augsynth documentation built on May 26, 2019, 2:31 p.m.