rothenhausler_yu {drape}R Documentation

Estimate the average partial effect of using the debiased lasso method of Rothenhausler and Yu, using pre-tuned lasso penalties, for use in simulations.

Description

Estimate the average partial effect of using the debiased lasso method of Rothenhausler and Yu, using pre-tuned lasso penalties, for use in simulations.

Usage

rothenhausler_yu(X, y, f_lambda, m_lambda)

Arguments

X

matrix of covariates.

y

vector of responses.

f_lambda

lasso penalty for regression of y on X.

m_lambda

lasso penalty 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]