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GenericML (version 0.2.2)

Generic Machine Learning Inference

Description

Generic Machine Learning Inference on heterogeneous treatment effects in randomized experiments as proposed in Chernozhukov, Demirer, Duflo and Fernndez-Val (2020) . This package's workhorse is the 'mlr3' framework of Lang et al. (2019) , which enables the specification of a wide variety of machine learners. The main functionality, GenericML(), runs Algorithm 1 in Chernozhukov, Demirer, Duflo and Fernndez-Val (2020) for a suite of user-specified machine learners. All steps in the algorithm are customizable via setup functions. Methods for printing and plotting are available for objects returned by GenericML(). Parallel computing is supported.

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Install

install.packages('GenericML')

Monthly Downloads

232

Version

0.2.2

License

GPL (>= 3)

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Maintainer

Max Welz

Last Published

June 18th, 2022

Functions in GenericML (0.2.2)

BLP

Performs BLP regression
GenericML

Generic Machine Learning Inference
TrueIfUnix

Check if user's OS is a Unix system
get_BLP

Accessor function for the BLP generic target estimates
CLAN

Performs CLAN
GenericML_combine

Combine several GenericML objects
GenericML_single

Single iteration of the GenericML algorithm
GATES

Performs GATES regression
Med

Calculate lower and upper median
get_CLAN

Accessor function for the CLAN generic target estimates
print.GenericML

Print method for a GenericML object
heterogeneity_CLAN

Evaluate treatment effect heterogeneity along CLAN variables
print.CLAN_info

Print method for a "CLAN_info" object
print.GATES_info

Print method for a "GATES_info" object
proxy_BCA

Baseline Conditional Average
print.heterogeneity_CLAN

Print method for a "heterogeneity_CLAN" object
propensity_score

Propensity score estimation
proxy_CATE

Conditional Average Treatment Effect
get_GATES

Accessor function for the GATES generic target estimates
get_best

Accessor function for the best learner estimates
quantile_group

Partition a vector into quantile groups
setup_plot

Set up information for a GenericML() plot
lambda_parameters

Estimate the two lambda parameters
setup_stratify

Setup function for stratified sampling
plot.GenericML

Plot method for a "GenericML" object
print.BLP_info

Print method for a "BLP_info" object
setup_vcov

Setup function for vcov_control arguments
setup_diff

Setup function for diff arguments
setup_X1

Setup function controlling the matrix \(X_1\) in the BLP or GATES regression