eval_mse_hat: Evaluate the MSE_hat objective function

In microsoft/CausalGrid: Analysis of Subgroups

Evaluate the MSE_hat objective function

Description

Evaluate the MSE_hat objective function over the cells for the sample

Usage

eval_mse_hat(
  y_tr,
  X_tr,
  d_tr,
  y_te = NULL,
  X_te = NULL,
  d_te = NULL,
  N_est,
  partition = NULL,
  cell_factor_tr = NULL,
  cell_factor_te = NULL,
  est_plan = NULL,
  estimator = NULL,
  debug = FALSE,
  warn_on_error = FALSE,
  sample = "trtr",
  ...
)

Arguments

y_tr	y_tr
X_tr	X_tr
d_tr	d_tr
y_te	y_te
X_te	X_te
d_te	d_te
N_est	Size of estimation sample. Unused for this objective function.
partition	Grid partition. Pass in this or cell_factor.
cell_factor_tr	Factor for cells for each observation. Pass in this or partition.
est_plan	Estimation plan. If this and estimator are null, then one is created as gen_simple_est_plan(has_d=!is.null(d))
estimator	If not passing in est_plan, can pass in this estimation routine and one is created using simple_est.
debug	T/F whether we are in debug mode (and print out more info)
warn_on_error	T/F for whether to display a warning when estimation fails (NA values returned)
sample	Passed to est_params

Value

c(val, N_cell_empty, N_cell_error)

microsoft/CausalGrid documentation built on Aug. 25, 2022, 9:30 a.m.