rlasso: Estimate treatment effect via the R-lasso, as proposed by Nie...

View source: R/rlasso.R

rlassoR Documentation

Estimate treatment effect via the R-lasso, as proposed by Nie and Wager (2017)

Description

Estimate treatment effect via the R-lasso, as proposed by Nie and Wager (2017)

Usage

rlasso(X, Y, W, alpha = 1, nfolds = NULL, lambda.choice = c("lambda.1se",
  "lambda.min"), standardize = TRUE)

Arguments

X

the input features

Y

the observed response (real valued)

W

the effect variable (real valued)

alpha

tuning parameter for the elastic net

nfolds

number of folds for cross-fitting

lambda.choice

how to cross-validated

standardize

whether X should be rescaled before running the lasso


swager/amlinear documentation built on Aug. 30, 2023, 4:21 a.m.