
Gets estimates of tau(x) using a trained instrumental forest.
# S3 method for instrumental_forest
predict(
object,
newdata = NULL,
num.threads = NULL,
estimate.variance = FALSE,
...
)
Vector of predictions, along with (optional) variance estimates.
The trained forest.
Points at which predictions should be made. If NULL, makes out-of-bag predictions on the training set instead (i.e., provides predictions at Xi using only trees that did not use the i-th training example). Note that this matrix should have the number of columns as the training matrix, and that the columns must appear in the same order.
Number of threads used in training. If set to NULL, the software automatically selects an appropriate amount.
Whether variance estimates for
Additional arguments (currently ignored).
# \donttest{
# Train an instrumental forest.
n <- 2000
p <- 5
X <- matrix(rbinom(n * p, 1, 0.5), n, p)
Z <- rbinom(n, 1, 0.5)
Q <- rbinom(n, 1, 0.5)
W <- Q * Z
tau <- X[, 1] / 2
Y <- rowSums(X[, 1:3]) + tau * W + Q + rnorm(n)
iv.forest <- instrumental_forest(X, Y, W, Z)
# Predict on out-of-bag training samples.
iv.pred <- predict(iv.forest)
# Estimate a (local) average treatment effect.
average_treatment_effect(iv.forest)
# }
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