hdcate (version 0.1.0)

HDCATE_R6Class: High-Dimensional Conditional Average Treatment Effects (HDCATE) Estimator

Description

Use a two-step procedure to estimate the conditional average treatment effects (CATE) for all possible values of the covariate(s).

Format

R6::R6Class object.

Methods

Public methods

• HDCATE_R6Class$new()

• HDCATE_R6Class$propensity_hd_estimate()

• HDCATE_R6Class$conditional_expectations_hd_estimate()

• HDCATE_R6Class$first_stage()

• HDCATE_R6Class$second_stage()

• HDCATE_R6Class$get_bw()

• HDCATE_R6Class$fit()

• HDCATE_R6Class$inference()

• HDCATE_R6Class$plot()

• HDCATE_R6Class$get_confidence_bands()

• HDCATE_R6Class$draw_weights()

• HDCATE_R6Class$set_condition_var()

• HDCATE_R6Class$clone()

---

Method new()

Usage

HDCATE_R6Class$new(data, y_name, d_name, x_formula)

---

Method propensity_hd_estimate()

Usage

HDCATE_R6Class$propensity_hd_estimate(data = NA, verbose = F)

---

Method conditional_expectations_hd_estimate()

Usage

HDCATE_R6Class$conditional_expectations_hd_estimate(data = NA, verbose = F)

---

Method first_stage()

Usage

HDCATE_R6Class$first_stage(data = NA, verbose = F)

---

Method second_stage()

Usage

HDCATE_R6Class$second_stage(
  predictor_eta_hat = NA,
  eta_hat = NA,
  subsample_idx = NULL,
  local_weight = NULL,
  estimate_std = TRUE,
  verbose = FALSE,
  save_model = TRUE
)

---

Method get_bw()

Usage

HDCATE_R6Class$get_bw(phi, use_sample_idx)

---

Method fit()

Fit the HDCATE function

Usage

HDCATE_R6Class$fit(verbose = FALSE)

Returns

estimated HDCATE

---

Method inference()

Usage

HDCATE_R6Class$inference(
  sig_level = 0.01,
  boot_method = "normal",
  n_rep_boot = 1000,
  verbose = FALSE
)

---

Method plot()

Plot the results.

Usage

HDCATE_R6Class$plot(
  output_pdf = FALSE,
  pdf_name = "hdcate_plot.pdf",
  include_band = TRUE,
  test_side = "both",
  y_axis_min = "auto",
  y_axis_max = "auto",
  display.hdcate = "HDCATEF",
  display.ate = "ATE",
  display.siglevel = "sig_level"
)

Arguments

output_pdf

if TRUE, save image to a pdf file named as pdf_name

pdf_name

the name of the output PDF file

include_band

if TRUE, plot uniform confidence bands as well.

test_side

'both' for a 2-sided test, 'left' for a left-sided test or 'right' for a right-sided test

y_axis_min

the lowest value plotted in Y axis, the default is 'auto'

y_axis_max

the largest value plotted in Y axis, the default is 'auto'

display.hdcate

the name of HDCATE function in the legend, the default is 'HDCATEF'

display.ate

the name of average treatment effect in the legend, the default is 'ATE'

display.siglevel

the name of the significant level for confidence bands in the legend, the default is 'sig_level'

---

Method get_confidence_bands()

Usage

HDCATE_R6Class$get_confidence_bands(test_side = "both")

---

Method draw_weights()

Usage

HDCATE_R6Class$draw_weights(method, n_rep_boot, n_obs)

---

Method set_condition_var()

Usage

HDCATE_R6Class$set_condition_var(name = NA, min = NA, max = NA, step = NA)

---

Method clone()

The objects of this class are cloneable with this method.

Usage

HDCATE_R6Class$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.