doubleSelection

Internal function called by <code>hbal</code> to perform double selection.

Implements hierarchically regularized entropy balancing proposed by Xu and Yang (2022) <doi:10.1017/pan.2022.12>. The method adjusts the covariate distributions of the control group to match those of the treatment group. 'hbal' automatically expands the covariate space to include higher order terms and uses cross-validation to select variable penalties for the balancing conditions.

Yiqing Xu

hbal

Hierarchically Regularized Entropy Balancing

Eddie Yang

doubleSelection function

<dl><dt>X</dt>
<dd>covaraite matrix</dd>
<dt>W</dt>
<dd>treatment indicator</dd>
<dt>Y</dt>
<dd>outcome variable</dd>
<dt>grouping</dt>
<dd>groupings of covariates</dd></dl>

Arguments

Author

Double Selection — doubleSelection

<dl>

<dt>X</dt>
<dd>covaraite matrix</dd>


<dt>W</dt>
<dd>treatment indicator</dd>


<dt>Y</dt>
<dd>outcome variable</dd>


<dt>grouping</dt>
<dd>groupings of covariates</dd>

</dl>

doubleSelection: Double Selection

Description

Usage

Value

Arguments

Author