updateCoef

Internal function called by <code>hbal</code> to residualize covariates.

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

updateCoef function

<dl><dt>old.coef</dt>
<dd>previous coefficients</dd>
<dt>new.coef</dt>
<dd>new coefficients</dd>
<dt>counter</dt>
<dd>which fold in CV</dd></dl>

Arguments

Author

Update lambda — updateCoef

<dl>

<dt>old.coef</dt>
<dd>previous coefficients</dd>


<dt>new.coef</dt>
<dd>new coefficients</dd>


<dt>counter</dt>
<dd>which fold in CV</dd>

</dl>

updateCoef: Update lambda

Description

Usage

Value

Arguments

Author