crossValidate: Ridge Penalty Selection through Cross Validation

Description

Internal function called by hbal to select ridge penalties through cross-validation.

Usage

crossValidate(
  alpha = NULL,
  penalty.pos = NULL,
  penalty.val = NULL,
  group.exact = NULL,
  grouping = NULL,
  folds = NULL,
  treatment = NULL,
  fold.co = NULL,
  fold.tr = NULL,
  coefs = NULL,
  control = NULL,
  constraint.tolerance = NULL,
  print.level = NULL,
  base.weight = NULL,
  full.t = NULL,
  full.c = NULL,
  shuffle.treat = NULL
)

Value

alpha, lambda

Arguments

alpha: alpha. Controls degree of regularization.
penalty.pos: positions of user-supplied penalties.
penalty.val: values of user-supplied penalties.
group.exact: binary indicator of whether each covariate group should be penalized.
grouping: different groupings of the covariates.
folds: number of folds to perform cross validation.
treatment: covariate matrix for treatment group.
fold.co: fold assignments for control units.
fold.tr: fold assignments for treated units.
coefs: starting coefficients (lambda).
control: covariate matrix for control group.
constraint.tolerance: tolerance level for imbalance.
print.level: details of printed output.
base.weight: target weight distribution for the control units.
full.t: (unresidualized) ovariate matrix for treatment group.
full.c: (unresidualized) ovariate matrix for control group.
shuffle.treat: whether to create folds for the treated units

Author

Yiqing Xu, Eddie Yang