Description Usage Arguments Value
Use nuclear norm matrix completion to fit outcome model
1 | fit_prog_complete(X, y, trt, rank.max = 5, lambda = 0, type = "svd")
|
X |
Matrix of covariates/lagged outcomes |
y |
Matrix of post-period outcomes |
trt |
Vector of treatment indicator |
rank.max |
Max rank of the solution |
type |
"svd" is soft-thresholded SVD and "als" is alternating ridge |
lambdaNuclear |
norm regularization parameter |
y0hat Predicted outcome under control
params Regression parameters
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