bartBMA (version 1.0)

ITEs_bartBMA_exact_par: Estimate ITEs and obtain credible intervals (in-sample or out-of-sample).

Description

This function takes a set of sum of tree models obtained from ITEs_bartBMA, and then estimates ITEs, and obtains prediction intervals.

Usage

ITEs_bartBMA_exact_par(
  object,
  l_quant,
  u_quant,
  newdata = NULL,
  update_resids = 1,
  num_cores = 1,
  root_alg_precision = 1e-05,
  training_data
)

Arguments

object

Output from ITEs_bartBMA of class ITE_ests.bartBMA.

l_quant

Lower quantile of credible intervals for the ITEs, CATT, CATNT.

u_quant

Upper quantile of credible intervals for the ITEs, CATT, CATNT.

newdata

Test data for which predictions are to be produced. Default = NULL. If NULL, then produces prediction intervals for training data if no test data was used in producing the bartBMA object, or produces prediction intervals for the original test data if test data was used in producing the bartBMA object.

update_resids

Option for whether to update the partial residuals in the gibbs sampler. If equal to 1, updates partial residuals, if equal to zero, does not update partial residuals. The defaullt setting is to update the partial residuals.

num_cores

Number of cores used in parallel.

root_alg_precision

The algorithm should obtain approximate bounds that are within the distance root_alg_precision of the true quantile for the chosen average of models.

training_data

The training data matrix

Value

The output is a list of length 4:

ITE_intervals

A 3 by n matrix, where n is the number of observations. The first row gives the l_quant*100 quantiles of the individual treatment effects. The second row gives the medians of the ITEs. The third row gives the u_quant*100 quantiles of the ITEs.

ITE_estimates

An n by 1 matrix containing the Individual Treatment Effect estimates.

CATE_estimate

The Conditional Average Treatment Effect Estimates

CATE_Interval

A 3 by 1 matrix. The first element is the l_quant*100 quantile of the CATE distribution, the second element is the median of the CATE distribution, and the thied element is the u_quant*100 quantile of the CATE distribution.

Examples

# NOT RUN {
#Example of BART-BMA for ITE estimation
# Applied to data simulations from Hahn et al. (2020, Bayesian Analysis) 
# "Bayesian Regression Tree Models for Causal Inference: Regularization, 
# Confounding, and Heterogeneous Effects
n <- 250
x1 <- rnorm(n)
x2 <- rnorm(n)
x3 <- rnorm(n) 
x4 <- rbinom(n,1,0.5)
x5 <- as.factor(sample( LETTERS[1:3], n, replace=TRUE))

p= 0
xnoise = matrix(rnorm(n*p), nrow=n)
x5A <- ifelse(x5== 'A',1,0)
x5B <- ifelse(x5== 'B',1,0)
x5C <- ifelse(x5== 'C',1,0)

x_covs_train <- cbind(x1,x2,x3,x4,x5A,x5B,x5C,xnoise)

#Treatment effect
#tautrain <- 3
tautrain <- 1+2*x_covs_train[,2]*x_covs_train[,4]

#Prognostic function
mutrain <- 1 + 2*x_covs_train[,5] -1*x_covs_train[,6]-4*x_covs_train[,7] +
x_covs_train[,1]*x_covs_train[,3]
sd_mtrain <- sd(mutrain)
utrain <- runif(n)
#pitrain <- 0.8*pnorm((3*mutrain/sd_mtrain)-0.5*x_covs_train[,1])+0.05+utrain/10
pitrain <- 0.5
ztrain <- rbinom(n,1,pitrain)
ytrain <- mutrain + tautrain*ztrain
#pihattrain <- pbart(x_covs_train,ztrain )$prob.train.mean

#set lower and upper quantiles for intervals
lbound <- 0.025
ubound <- 0.975


trained_bbma <- ITEs_bartBMA(x_covariates = x_covs_train, 
                             z_train = ztrain, 
                             y_train = ytrain)

example_output <- ITEs_bartBMA_exact_par(trained_bbma[[2]],
                                         l_quant = lbound, 
                                         u_quant= ubound, 
                                         training_data = x_covs_train)
                                         
# }