simulate_data

If ex_setting = "401k" then 401k data set is used for (X,Z). Otherwise:
$$Z ~ N_{9}(0,\Sigma),$$
where $\Sigma_{jj} = 1$, $\Sigma_{jk} = 0.5$ for all j not equal to k.
$$X = m(Z) + s(Z)*ex,$$
where m and s are step functions of z_1 and z_3 respectively.
$$Y = f(X,Z) + N(0,1).$$

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

simulate_data 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></dl>

Arguments

Generate simulation data. — simulate_data

<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>

</dl>

simulate_data: Generate simulation data.

Description

Usage

Value

Arguments

Examples