wvar_se_ridgeaug: Use closed form weighted variance estiamte for...

In ebenmichael/ents: Maximum Entropy Synthetic Controls

Description

Use closed form weighted variance estiamte for ridge-augmented

Usage

wvar_se_ridgeaug(outcomes, metadata, trt_unit = 1, lambda = NULL, scm = T,
  ridge = T, cols = list(unit = "unit", time = "time", outcome = "outcome",
  treated = "treated"))

Arguments

outcomes	Tidy dataframe with the outcomes and meta data
metadata	Dataframe of metadata
trt_unit	Treated unit
lambda	Ridge hyper-parameter, if NULL use CV
scm	Include SCM or not
ridge	Include ridge or not
cols	Column names corresponding to the units, time variable, outcome, and treated indicator

Value

att estimates, test statistics, p-values

ebenmichael/ents documentation built on May 31, 2019, 8:45 p.m.