compute_risk function

Compute risk value

Calculates the cross-validated risk for the optimal bandwidth selection in kernel smoothing approach.

compute_risk(h, matched_Y, matched_w, matched_cw, x_eval, w_vals, kernel_appr)

Arguments

• h: A scalar representing the bandwidth value.

• matched_Y: A vector of outcome variable in the matched set.

• matched_w: A vector of continuous exposure variable in the matched set.

• matched_cw: A vector of counter or weight variable in the matched set.

• w_vals: A vector of values that you want to calculate the values of the ERF at.

• kernel_appr: Internal kernel approach. Available options are locpol

  and kernsmooth.

Returns

returns a cross-validated risk value for the input bandwidth