coef.rlassoEffects

an object of class <code>rlassoEffects</code>, usually a result of a call <code>rlassoEffect</code> or <code>rlassoEffects</code>.

object

general option of the function <code>coef</code>.

complete

if TRUE, a selection matrix is returned that indicates the selected variables from each auxiliary regression. 
Default is set to FALSE.

selection.matrix

if FALSE (by default) only the selected control variables are listed in the <code>selection.matrix</code>. If set to TRUE, 
the selection matrix will also indicate the selection of the target coefficients that are specified in the <code>rlassoEffects</code> call.

include.targets

further arguments passed to functions coef or print.

Method to extract coefficients from objects of class <code>rlassoEffects</code>

Implementation of selected high-dimensional statistical and
econometric methods for estimation and inference. Efficient estimators and
uniformly valid confidence intervals for various low-dimensional causal/
structural parameters are provided which appear in high-dimensional
approximately sparse models. Including functions for fitting heteroscedastic
robust Lasso regressions with non-Gaussian errors and for instrumental variable
(IV) and treatment effect estimation in a high-dimensional setting. Moreover,
the methods enable valid post-selection inference and rely on a theoretically
grounded, data-driven choice of the penalty.
Chernozhukov, Hansen, Spindler (2016) <arXiv:1603.01700>.

Martin Spindler

High-Dimensional Metrics

Victor Chernozhukov

Christian Hansen

Philipp Bach

coef.rlassoEffects function

<dl><dt>object</dt>
<dd>an object of class <code>rlassoEffects</code>, usually a result of a call <code>rlassoEffect</code> or <code>rlassoEffects</code>.</dd>
<dt>complete</dt>
<dd>general option of the function <code>coef</code>.</dd>
<dt>selection.matrix</dt>
<dd>if TRUE, a selection matrix is returned that indicates the selected variables from each auxiliary regression. 
Default is set to FALSE.</dd>
<dt>include.targets</dt>
<dd>if FALSE (by default) only the selected control variables are listed in the <code>selection.matrix</code>. If set to TRUE, 
the selection matrix will also indicate the selection of the target coefficients that are specified in the <code>rlassoEffects</code> call.</dd>
<dt>...</dt>
<dd>further arguments passed to functions coef or print.</dd></dl>

Arguments

Coefficients from S3 objects rlassoEffects — coef.rlassoEffects

<dl>

<dt>object</dt>
<dd>an object of class <code>rlassoEffects</code>, usually a result of a call <code>rlassoEffect</code> or <code>rlassoEffects</code>.</dd>


<dt>complete</dt>
<dd>general option of the function <code>coef</code>.</dd>


<dt>selection.matrix</dt>
<dd>if TRUE, a selection matrix is returned that indicates the selected variables from each auxiliary regression. 
Default is set to FALSE.</dd>


<dt>include.targets</dt>
<dd>if FALSE (by default) only the selected control variables are listed in the <code>selection.matrix</code>. If set to TRUE, 
the selection matrix will also indicate the selection of the target coefficients that are specified in the <code>rlassoEffects</code> call.</dd>


<dt>...</dt>
<dd>further arguments passed to functions coef or print.</dd>

</dl>

coef.rlassoEffects: Coefficients from S3 objects `rlassoEffects`

Description

Usage

Arguments

Details