coef.IVDML {IVDML}R Documentation

Extract Treatment Effect Estimate from an IVDML Object

Description

This function computes the estimated (potentially heterogeneous) treatment effect from a fitted IVDML object (output of fit_IVDML()).

Usage

## S3 method for class 'IVDML'
coef(
  object,
  iv_method,
  a = NULL,
  A = NULL,
  kernel_name = NULL,
  bandwidth = NULL,
  ...
)

Arguments

object

An object of class IVDML, produced by the fit_IVDML() function.

iv_method

Character. The instrumental variable estimation method to use. Must be one of the methods specified in the fitted object.

a

Numeric (optional). A specific value of A at which to evaluate the heterogeneous treatment effect. If NULL, the function returns the homogeneous treatment effect.

A

Numeric vector (optional). The variable with respect to which treatment effect heterogeneity is considered. If NULL, the function assumes the A used in model fitting.

kernel_name

Character (optional). The name of the kernel function to use for smoothing (if a heterogeneous treatment effect is estimated). Needs to be one of "boxcar", "gaussian", "epanechnikov" or "tricube".

bandwidth

Numeric (optional). The bandwidth for the kernel smoothing (if a heterogeneous treatment effect is estimated).

...

Further arguments passed to or from other methods.

Value

If a is not specified, the estimated homogeneous treatment effect is returned. If a is specified, the heterogeneous treatment effect \beta(a) at A = a is returned.

Examples

set.seed(1)
Z <- rnorm(100)
X <- Z + rnorm(100)
H <- rnorm(100)
D <- Z^2 + sin(X) + H + rnorm(100)
A <- X
Y <- tanh(A) * D + cos(X) - H + rnorm(100)
fit <- fit_IVDML(Y = Y, D = D, Z = Z, X = X, ml_method = "gam")
coef(fit, iv_method = "mlIV")
coef(fit, iv_method = "mlIV", a = 0, A = A, kernel_name = "boxcar", bandwidth = 0.2)


[Package IVDML version 1.0.0 Index]