ATE.DCB: ATE Estimation using Differentiated Confounder Balancing...

In wyan3/ATEDCB: ATE Estimation Using Differentiated Confounder Balancing (DCB)

Description

The function provides the estimation of ATE given the outcome Y, binary treatment T, and covariates X.

Usage

ATE.DCB(Y,T,X)

Format

The function has the following parameters

Y

Outcome

T

Binary treatment status indicator: 1=treatment; 0=control.

X

Covariate matrix

ATT

Whether estimating ATT. Default is FALSE. If ATT=TRUE, it is equivalent to function “ATT.DCB”

aug

Whether augmentation. Default is FALSE. If aug=TRUE, it may include second-order moments.

lambda

Penalty on the loss of outcome regression on covariates in the control group. Default is 10.

delta

Penalty on the L2-norm of weight for each unit. Default is 0.001

mu

Penalty on the L2-norm of coefficient for each covariate. Default is 0.001

upsilon

Penalty on the L1-norm of coefficient for each covariate. Default is 0.001

thold

Stop criteria of the update process. Default is 1e-4.

max_iter

Maximum number of iterations. Default is 100000.

Value

beta	Covariate coefficient while estimating ATT weights
beta1	Covariate coefficient while estimating ATC weights
wt	Estimated weight for each unit
E[Y(1)]	Expectation of outcome if treated
E[Y(0)]	Expectation of outcome if untreated
ATE	Estimation of ATE

References

Kuang, K., Cui, P., Li, B., Jiang, M., & Yang, S. (2017). Estimating treatment effect in the wild via differentiated confounder balancing. In Proceedings of the 23rd ACM SIGKDD International Conference on Knowledge Discovery and Data Mining (pp. 265-274).

Examples

set.seed(25)
n <- 200
Z <- matrix(rnorm(4*n),ncol=4,nrow=n)
prop <- 1 / (1 + exp(Z[,1] - 0.5 * Z[,2] + 0.25*Z[,3] + 0.1 * Z[,4]))
treat <- rbinom(n, 1, prop)
Y <- 200 + 10*treat+ (1.5*treat-0.5)*(27.4*Z[,1] + 13.7*Z[,2] + 13.7*Z[,3] + 13.7*Z[,4]) + rnorm(n)
X <- cbind(exp(Z[,1])/2,Z[,2]/(1+exp(Z[,1])), (Z[,1]*Z[,3]/25+0.6)^3,(Z[,2]+Z[,4]+20)^2)

fit1 <- ATE.DCB(Y,T,X)
fit1$ATE
fit2 <- ATE.DCB(Y,T,X,ATT=TRUE)
fit2$ATT

wyan3/ATEDCB documentation built on Sept. 4, 2019, 8:02 p.m.