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Wrapper for Double machine learning data-backend initialization from matrix.

Source: R/double_ml_data.R
double_ml_data_from_matrix.Rd

Initalization of DoubleMLData from matrix() objects.

Usage

double_ml_data_from_matrix(
  X = NULL,
  y,
  d,
  z = NULL,
  s = NULL,
  cluster_vars = NULL,
  data_class = "DoubleMLData",
  use_other_treat_as_covariate = TRUE
)

Arguments

X

(matrix())
Matrix of covariates.

y

(numeric())
Vector of outcome variable.

d

(matrix())
Matrix of treatment variables.

z

(matrix())
Matrix of instruments.

s

(numeric())
Vector of the score or selection variable (only relevant for SSM models).

cluster_vars

(matrix())
Matrix of cluster variables.

data_class

(character(1))
Class of returned object. By default, an object of class DoubleMLData is returned. Setting data_class = "data.table" returns an object of class data.table.

use_other_treat_as_covariate

(logical(1))
Indicates whether in the multiple-treatment case the other treatment variables should be added as covariates. Default is TRUE.

Value

Creates a new instance of class DoubleMLData.

Examples

matrix_list = make_plr_CCDDHNR2018(return_type = "matrix")
obj_dml_data = double_ml_data_from_matrix(
  X = matrix_list$X,
  y = matrix_list$y,
  d = matrix_list$d)