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]