summary.ddml_ate function

Inference Methods for Treatment Effect Estimators.

Inference Methods for Treatment Effect Estimators.

Inference methods for treatment effect estimators. By default, standard errors are heteroskedasiticty-robust. If the ddml

estimator was computed using a cluster_variable, the standard errors are also cluster-robust by default.

## S3 method for class 'ddml_ate' summary(object, ...) ## S3 method for class 'ddml_att' summary(object, ...) ## S3 method for class 'ddml_late' summary(object, ...)

Arguments

  • object: An object of class ddml_ate, ddml_att, and ddml_late, as fitted by ddml_ate(), ddml_att(), and ddml_late(), respectively.
  • ...: Currently unused.

Returns

A matrix with inference results.

Examples

# Construct variables from the included Angrist & Evans (1998) data y = AE98[, "worked"] D = AE98[, "morekids"] X = AE98[, c("age","agefst","black","hisp","othrace","educ")] # Estimate the average treatment effect using a single base learner, ridge. ate_fit <- ddml_ate(y, D, X, learners = list(what = mdl_glmnet, args = list(alpha = 0)), sample_folds = 2, silent = TRUE) summary(ate_fit)