compare {drape}

Generate simulation data and evaluate estimators, with sample splitting.

Description

Generate simulation data and evaluate estimators, with sample splitting.

Usage

compare(n, ex_setting, f_setting, nfold = 5)

Arguments

n

integer number of samples. For "401k" ex_setting this is ignored and the whole data set is used.

ex_setting

string "normal", "mixture2", "mixture3", "logistic", "t4", "401k".

f_setting

string "plm", "additive", "interaction".

nfold

integer number of cross-validation folds.

Value

list containing estimates, standard error estimates, and sample theta (for debugging).