cov.sel.np {CovSel} | R Documentation |
Function called by cov.sel
if type="np"
. Not meant to be used on its own.
cov.sel.np(T, Y, X, alg, scope, thru, thro, thrc, dat, data.0, data.1, covar, ...)
T |
A vector, containing |
Y |
A vector of observed outcomes. |
X |
A matrix or data frame containing columns of covariates. The covariates may be a mix of continuous, unordered discrete
(to be specified in the data frame using |
alg |
Specifying which algorithm to be use. |
scope |
A character string giving the name of one (or several) covariate(s) that must not be removed. |
thru |
Bandwidth threshold for unordered discrete covariates. Values in [0,1] are valid. |
thro |
Bandwidth threshold for ordered discrete covariates. Values in [0,1] are valid. |
thrc |
Bandwidth threshold for continuous covariates. Non-negative values are valid. Default is |
dat |
Passed on from |
data.0 |
Passed on from |
data.1 |
Passed on from |
covar |
Passed on from |
... |
Additional arguments passed on to |
See cov.sel
for details.
Function returns subsets, methods and removed covariates. See cov.sel
for details.
cov.sel.np
calls the function npregbw
so the package np
is required.
Jenny Häggström, <jenny.haggstrom@umu.se>
de Luna, X., I. Waernbaum, and T. S. Richardson (2011). Covariate selection for the nonparametric estimation of an average treatment effect. Biometrika 98. 861-875
Häggström, J., E. Persson, I. Waernbaum and X. de Luna (2015). An R
Package for Covariate Selection When Estimating Average Causal Effects. Journal of Statistical Software 68. 1-20
Hall, P., Q. Li and J.S. Racine (2007). Nonparametric estimation of regression functions in the presence of irrelevant regressors. The Review of Economics and Statistics, 89. 784-789