Estimation of Conditional Average Treatment Effects with High-Dimensional Data


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Documentation for package ‘hdcate’ version 0.1.0

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HDCATE High-Dimensional Conditional Average Treatment Effects (HDCATE) Estimator
HDCATE.fit Fit the HDCATE function
HDCATE.get_sim_data Get simulation data
HDCATE.inference Construct uniform confidence bands
HDCATE.plot Plot HDCATE function and the uniform confidence bands
HDCATE.set_bw Set bandwidth
HDCATE.set_condition_var Set the conditional variable in CATE
HDCATE.set_first_stage Set user-defined first-stage estimating methods
HDCATE.unset_first_stage Clear the user-defined first-stage estimating methods
HDCATE.use_cross_fitting Use k-fold cross-fitting estimator
HDCATE.use_full_sample Use full-sample estimator