sbwOptions: Options for the SBW method

In ericdunipace/causalOT: Optimal Transport Weights for Causal Inference

Options for the SBW method

Description

Options for the SBW method

Usage

sbwOptions(delta = NULL, grid.length = 20L, nboot = 1000L, ...)

Arguments

delta	A number or vector of tolerances for the balancing functions. Default is NULL which will use a grid search
grid.length	The number of values to try in the grid search
nboot	The number of bootstrap samples to run during the grid search.
...	Arguments passed on to osqpSettings()

Value

A list of class sbwOptions with slots

• delta Delta values to try

• grid.length The number of parameters to try

• sumto1 Forced to be TRUE. Weights will always sum to 1.

• nboot Number of bootstrap samples

• solver.optionsA list with arguments passed to osqpSettings()

Function balancing

This method will balance functions of the covariates within some tolerance, \delta. For these functions B, we will desire

\frac{\sum_{i: Z_i = 0} w_i B(x_i) - \sum_{j: Z_j = 1} B(x_j)/n_1}{\sigma} \leq \delta

, where in this case we are targeting balance with the treatment group for the ATT. \sigma is the pooled standard deviation prior to balancing.

Examples

opts <- sbwOptions(delta = 0.1)

ericdunipace/causalOT documentation built on Aug. 8, 2024, 6:14 p.m.