HDCATE_R6Class {hdcate} | R Documentation |
Use a two-step procedure to estimate the conditional average treatment effects (CATE) for all possible values of the covariate(s).
R6::R6Class object.
new()
HDCATE_R6Class$new(data, y_name, d_name, x_formula)
propensity_hd_estimate()
HDCATE_R6Class$propensity_hd_estimate(data = NA, verbose = F)
conditional_expectations_hd_estimate()
HDCATE_R6Class$conditional_expectations_hd_estimate(data = NA, verbose = F)
first_stage()
HDCATE_R6Class$first_stage(data = NA, verbose = F)
second_stage()
HDCATE_R6Class$second_stage( predictor_eta_hat = NA, eta_hat = NA, subsample_idx = NULL, local_weight = NULL, estimate_std = TRUE, verbose = FALSE, save_model = TRUE )
get_bw()
HDCATE_R6Class$get_bw(phi, use_sample_idx)
fit()
Fit the HDCATE function
HDCATE_R6Class$fit(verbose = FALSE)
estimated HDCATE
inference()
HDCATE_R6Class$inference( sig_level = 0.01, boot_method = "normal", n_rep_boot = 1000, verbose = FALSE )
plot()
Plot the results.
HDCATE_R6Class$plot( output_pdf = FALSE, pdf_name = "hdcate_plot.pdf", include_band = TRUE, test_side = "both", y_axis_min = "auto", y_axis_max = "auto", display.hdcate = "HDCATEF", display.ate = "ATE", display.siglevel = "sig_level" )
output_pdf
if TRUE
, save image to a pdf file named as pdf_name
pdf_name
the name of the output PDF file
include_band
if TRUE
, plot uniform confidence bands as well.
test_side
'both'
for a 2-sided test, 'left'
for a left-sided test or 'right'
for a right-sided test
y_axis_min
the lowest value plotted in Y axis, the default is 'auto'
y_axis_max
the largest value plotted in Y axis, the default is 'auto'
display.hdcate
the name of HDCATE function in the legend, the default is 'HDCATEF'
display.ate
the name of average treatment effect in the legend, the default is 'ATE'
display.siglevel
the name of the significant level for confidence bands in the legend, the default is 'sig_level'
get_confidence_bands()
HDCATE_R6Class$get_confidence_bands(test_side = "both")
draw_weights()
HDCATE_R6Class$draw_weights(method, n_rep_boot, n_obs)
set_condition_var()
HDCATE_R6Class$set_condition_var(name = NA, min = NA, max = NA, step = NA)
clone()
The objects of this class are cloneable with this method.
HDCATE_R6Class$clone(deep = FALSE)
deep
Whether to make a deep clone.