hcate: Tests for Homogeneous Conditional Average Treatment Effects

Description Usage Arguments Value

View source: R/hcate.R

Description

hcate computes Kolmogorov-Smirnov and Cramer-von Mises type tests for the null hypothesis of homogeneous conditional average treatment effects. The test is suitable for both censored and uncensored outcomes, and relies on the unconfoundedness assumption. For details of the testing procedure, see Sant'Anna (2016b),'Nonparametric Tests for Treatment Effect Heterogeneity with Duration Outcomes'.

Usage

1
hcate(out, delta, treat, xvector, xpscore, b, cores = 1)

Arguments

out

vector containing the outcome of interest

delta

vector containing the censoring indicator (1 if observed, 0 if censored)

treat

vector containing the treatment indicator (1 if treated, 0 if control)

xvector

matrix (or data frame) containing the conditioning covariates

xpscore

matrix (or data frame) containing the covariates (and their transformations) to be included in the propensity score estimation

b

number of bootstrap draws

cores

number of cores to use during the bootstrap (default is 1). If cores>1, the bootstrap is conducted using parLapply, instead of lapply type call.

Value

a list containing the Kolmogorov-Smirnov test statistic (kstest), the Cramer-von Mises test statistic (cvmtest), and their associated bootstrapped p-values, pvks and pvcvm, respectively.


pedrohcgs/kmte documentation built on May 24, 2019, 11:46 p.m.