new_X

Generate a matrix of covariates for use in resmoothing, in which
the d'th column of X is translated successively by the Kronecker
product of bw and MC_variates.

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

new_X function

<dl><dt>X</dt>
<dd>matrix of covariates.</dd>
<dt>d</dt>
<dd>integer index of covariate to be smoothed along.</dd>
<dt>MC_variates</dt>
<dd>vector of standard Gaussian rvs.</dd>
<dt>bw</dt>
<dd>vector of bandwidths for the Gaussian kernel.</dd></dl>

Arguments

Generate a matrix of covariates for use in resmoothing, in which
the d'th column of X is translated successively by the Kronecker
product of bw and MC_variates. — new_X

<dl>

<dt>X</dt>
<dd>matrix of covariates.</dd>


<dt>d</dt>
<dd>integer index of covariate to be smoothed along.</dd>


<dt>MC_variates</dt>
<dd>vector of standard Gaussian rvs.</dd>


<dt>bw</dt>
<dd>vector of bandwidths for the Gaussian kernel.</dd>

</dl>

Generate a matrix of covariates for use in resmoothing, in which
the d'th column of X is translated successively by the Kronecker
product of bw and MC_variates.

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new_X: Generate a matrix of covariates for use in resmoothing, in which the d'th column of X is translated successively by the Kronecker product of bw and MC_variates.

Description

Usage

Value

Arguments