vt2_lasso {tehtuner}

Estimate the CATE using the Lasso for Step 2

Description

Estimate the CATE using the Lasso for Step 2

Usage

vt2_lasso(z, data, Trt, Y, theta)

Arguments

z

a numeric vector of estimated CATEs from Step 1

data

a data frame containing a response, binary treatment indicators, and covariates.

Trt

a string specifying the name of the column of data contains the treatment indicators.

Y

a string specifying the name of the column of data contains the response.

theta

lasso penalty parameter (lambda)

Value

a list of length 3 containing the following elements:

mod

an object of class glmnet. See glmnet.

coefficients

coefficients associated with the penalty parameter theta.

fitted.values

predicted values associated with the penalty parameter theta.

See Also

Other VT Step 2 functions: vt2_classtree(), vt2_ctree(), vt2_rtree()