predict.xlasso: predict for xlasso

In xnie/rlearner: R-learner for Heterogeneous Treatment Effect Estimation

Description

get estimated tau(x) using the trained xlasso model

Usage

## S3 method for class 'xlasso'
predict(
  object,
  newx = NULL,
  new_p_hat = NULL,
  s = c("lambda.min", "lambda.1se"),
  ...
)

Arguments

object	a xlasso object
newx	covariate matrix to make predictions on. If null, return the tau(x) predictions on the training data
new_p_hat	propensity score on newx provided by the user. Default to NULL. If the user provided their own propensity p_hat in training, new_p_hat must be provided here.
s	choose from "lambda.min" or "lambda.1se
...	additional arguments (currently not used)

Value

vector of predictions

Examples

## Not run: 
n = 100; p = 10

x = matrix(rnorm(n*p), n, p)
w = rbinom(n, 1, 0.5)
y = pmax(x[,1], 0) * w + x[,2] + pmin(x[,3], 0) + rnorm(n)

xlasso_fit = xlasso(x, w, y)
xlasso_est = predict(xlasso_fit, x)

## End(Not run)

xnie/rlearner documentation built on April 11, 2021, 12:49 a.m.