compare

Generate simulation data and evaluate estimators, with sample splitting.

Doubly robust average partial effect estimation. This implementation contains methods for adding additional smoothness to plug-in regression procedures and for estimating score functions using smoothing splines. Details of the method can be found in Harvey Klyne and Rajen D. Shah (2023) <doi:10.48550/arXiv.2308.09207>.

Harvey Klyne

drape

Doubly Robust Average Partial Effects

compare function

<dl><dt>n</dt>
<dd>integer number of samples. For "401k" ex_setting this is ignored
and the whole data set is used.</dd>
<dt>ex_setting</dt>
<dd>string "normal", "mixture2", "mixture3",
"logistic", "t4", "401k".</dd>
<dt>f_setting</dt>
<dd>string "plm", "additive", "interaction".</dd>
<dt>nfold</dt>
<dd>integer number of cross-validation folds.</dd></dl>

Arguments

Generate simulation data and evaluate estimators, with sample splitting. — compare

<dl>

<dt>n</dt>
<dd>integer number of samples. For "401k" ex_setting this is ignored
and the whole data set is used.</dd>


<dt>ex_setting</dt>
<dd>string "normal", "mixture2", "mixture3",
"logistic", "t4", "401k".</dd>


<dt>f_setting</dt>
<dd>string "plm", "additive", "interaction".</dd>


<dt>nfold</dt>
<dd>integer number of cross-validation folds.</dd>

</dl>

compare: Generate simulation data and evaluate estimators, with sample splitting.

Description

Usage

Value

Arguments