sigmaNN2: Nearest Neighborhood Estimation of Conditional Standard...
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sigmaNN2 R Documentation
Nearest Neighborhood Estimation of Conditional Standard Deviation
Description
Standard deviation is calculated by the formula (23) of Armstrong and Kolesár (2020)
Usage
sigmaNN2(Xt, Xc, Yt, Yc, N = 3)
Arguments
Xt
n_t by k design matrix for the treated units.
Xc
n_c by k design matrix for the control units.
Yt
outcome value for the treated group observations.
Yc
outcome value for the control group observations.
N
the number of nearest neighbors; default is N = 3.
Details
Currently, this is not being used, although this works for general dimensions;
debugging to be done.
Value
a list containing conditional standard deviation estimates for treated
observations (sigma.t) and control observations (sigma.c)
References
Armstrong, Timothy B., and Michal Kolesár. 2020.
"Simple and honest confidence intervals in nonparametric regression."
Quantitative Economics 11 (1): 1–39.
koohyun-kwon/rdadapt documentation built on May 8, 2022, 8:49 p.m.
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| sigmaNN2 | R Documentation |
Nearest Neighborhood Estimation of Conditional Standard Deviation
Description
Standard deviation is calculated by the formula (23) of Armstrong and Kolesár (2020)
Usage
sigmaNN2(Xt, Xc, Yt, Yc, N = 3)
Arguments
Xt |
n_t by k design matrix for the treated units. |
Xc |
n_c by k design matrix for the control units. |
Yt |
outcome value for the treated group observations. |
Yc |
outcome value for the control group observations. |
N |
the number of nearest neighbors; default is |
Details
Currently, this is not being used, although this works for general dimensions; debugging to be done.
Value
a list containing conditional standard deviation estimates for treated
observations (sigma.t) and control observations (sigma.c)
References
Armstrong, Timothy B., and Michal Kolesár. 2020. "Simple and honest confidence intervals in nonparametric regression." Quantitative Economics 11 (1): 1–39.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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