partially_linear {drape}R Documentation

Fit a doubly-robust partially linear regression using the DoubleML package and pre-tuned XGBoost regressions, for use in simulations.

Description

Fit a doubly-robust partially linear regression using the DoubleML package and pre-tuned XGBoost regressions, for use in simulations.

Usage

partially_linear(X, y, g_params, m_params)

Arguments

X

matrix of covariates.

y

vector of responses.

g_params

XGBoost hyperparameters for partially linear regression of y on X.

m_params

XGBoost hyperparameters for predictor regression of the first column of X on the others.

Value

List containing the linear parameter estimate and the corresponding standard error estimate.


[Package drape version 0.0.1 Index]