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) datay = 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)