Estimate the CATE using the Lasso for Step 2
vt2_lasso(z, data, Trt, Y, theta)a list of length 3 containing the following elements:
an object of class glmnet. See
glmnet.
coefficients associated with the penalty parameter
theta.
predicted values associated with the penalty parameter
theta.
a numeric vector of estimated CATEs from Step 1
a data frame containing a response, binary treatment indicators, and covariates.
a string specifying the name of the column of data
contains the treatment indicators.
a string specifying the name of the column of data
contains the response.
lasso penalty parameter (lambda)
Other VT Step 2 functions:
vt2_classtree(),
vt2_ctree(),
vt2_rtree()