ng_pseudo_response

Pseudo responses should be regarded as a computational tool, not
as an estimate of the score itself.

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

ng_pseudo_response function

<dl><dt>x</dt>
<dd>vector of covariates.</dd>
<dt>w</dt>
<dd>vector of weights.</dd></dl>

Arguments

Generate pseudo responses as in Ng 1994 to enable univariate score
estimation by standard smoothing spline regression. — ng_pseudo_response

<dl>

<dt>x</dt>
<dd>vector of covariates.</dd>


<dt>w</dt>
<dd>vector of weights.</dd>

</dl>

ng_pseudo_response: Generate pseudo responses as in Ng 1994 to enable univariate score estimation by standard smoothing spline regression.

Description

Usage

Value

Arguments

Examples