repfit: Fit the data to the AIPW object repeatedly

In yqzhong7/AIPW: Augmented Inverse Probability Weighting

Fit the data to the AIPW object repeatedly

Description

Fitting the data into the AIPW object with cross-fitting repeatedly to obtain multiple estimates from repetitions to avoid randomness due to splits in cross-fitting

Arguments

num_reps	Integer. Number of repetition of cross-fitting procedures (fit() or stratified_fit() see blow).
stratified	Boolean. stratified = TRUE will use stratified_fit() in the AIPW object to cross-fitting.

Value

A Repeated object with repeated_estimates (estimates from num_reps times repetition)

R6 Usage

$repfit(num_reps = 20, stratified = FALSE)

References

Chernozhukov V, Chetverikov V, Demirer M, et al (2018). Double/debiased machine learning for treatment and structural parameters. The Econometrics Journal.

See Also

Repeated and AIPW

yqzhong7/AIPW documentation built on Oct. 9, 2024, 4:49 a.m.