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vittorioorlandi / FLAME

R Code for FLAME
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Confidence Interval for ATE / ATT / CATE #1

Open cyjtom92918 opened 4 years ago

cyjtom92918 commented 4 years ago

Hi, is there any feature in the package that we can calculate the confidence interval easily for ATE/ ATT/ CATE? Thank you!

vittorioorlandi commented 3 years ago

Hi cyjtom92918, The newest version of the package has updated how treatment effects are estimated. Firstly, the CATE function has been changed and now uses some recent theory our group has developed for variance computations using our matching estimators. The implemented CATE estimator is asymptotically normal and so the means and variances you get out of the new CATE function can be used to generate asymptotically valid confidence intervals. Average treatment effect estimates, which you can get out of the new summary method, also have associated variances, though the estimators are not asymptotically normal. They will be updated with estimators that are asymptotically normal in a future release.