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]