dr_scores {aggTrees}

Doubly-Robust Scores

Description

Constructs doubly-robust scores via K-fold cross-fitting.

Usage

dr_scores(y, D, X, k = 5)

Arguments

y

Outcome vector.

D

Treatment assignment vector.

X

Covariate matrix (no intercept).

k

Number of folds.

Details

Honest regression forests are used to estimate the propensity score and the conditional mean function of the outcome.

Value

A vector of scores.

Author(s)

Riccardo Di Francesco