Wraps DoubleML (+ mlr3 / mlr3learners) when
available. Without DoubleML, falls back to a hand-rolled
cross-fitting estimator using ridge regression (glmnet) or,
last-ditch, OLS partialling out.
Usage
estimate_plr(
data,
treatment,
outcome,
covariates,
n_folds = 5L,
random_state = 42L
)
Arguments
- data
Data frame with all required columns.
- treatment
Column name of the treatment variable.
- outcome
Column name of the outcome variable.
- covariates
Character vector of covariate column names.
- n_folds
Cross-fitting folds. Default 5.
- random_state
RNG seed. Default 42.
Value
Named list with ate, se, ci_lower, ci_upper,
pval, n_obs, method.