anchor_prediction_gam {AnchorRegression}

anchor_prediction

Description

Perform a prediction for an Anchor Regression model as described in Rothenhäusler et al.2020

Usage

anchor_prediction_gam(
  anchor_model,
  x,
  anchor,
  gamma,
  target_variable,
  bin_factor
)

Arguments

anchor_model

is the Anchor Regression model object

x

is a dataframe containing the matrix x containing the independent variables

anchor

is a dataframe containing the matrix anchor containing the anchor variable

gamma

is the regularization parameter for the Anchor Regression

target_variable

is the target variable name contained in the x dataframe

bin_factor

binary variable that can be transformed to a factor to partial out effects

Value

A list of predictions.

Examples

x <- as.data.frame(matrix(data = rnorm(10000),nrow = 1000,ncol = 10))
x$bin <- sample(nrow(x),x = c(1,0),prob = c(0.5,0.5),replace = TRUE)
anchor <- as.data.frame(matrix(data = rnorm(2000),nrow = 1000,ncol = 2))
colnames(anchor) <- c('X1','X2')
gamma <- 2
target_variable <- 'V2'

anchor_model <- anchor_regression_gam(x, anchor, gamma, target_variable,"bin")
anchor_prediction_gam(anchor_model$model, x, anchor, gamma, target_variable,"bin")