Cholesky: Cholesky

In yimindai0521/MBalance: Mahalanobis balancing: a multivariate perspective on approximate covariate balancing

Cholesky

Description

Function to decompose weighting matrix.

Usage

Cholesky(x, treat, group1, group2 = NA, method = "MB", dimension)

Arguments

x	covariates.
treat	treatment indicator vector.
group1	see Details.
group2	see Details. Default: NA.
method	a string that takes values in "MB", "MB2", Default: 'MB'.
dimension	the dimension of covariate.

Details

group1 and group0

• To estimate E(Y (1)) (average treatment effect for group 1), you need to set group1 = 1 and ignore group2. Similarly, To estimate E(Y (0)) (average treatment effect for group 0), you need to set group1 = 0 and ignore group2.

• To estimate average treatment effect on the control group E(Y (1) | T = 0), you need to set group1 = 1 and group2 = 0. Similarly, To estimate average treatment effect on the treated group E(Y (0) | T = 1), you need to set group1 = 0 and group2 = 1.

• This function is feasible when there are more than two groups.

yimindai0521/MBalance documentation built on May 9, 2022, 4:06 p.m.