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update readme
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carloscinelli committed May 16, 2024
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Expand Up @@ -97,13 +97,13 @@ summary(dml.401k)
#>
#> Model: Nonparametric
#> Cross-Fitting: 5 folds, 1 reps
#> ML Method: outcome (ranger, R2 = 27.684%), treatment (ranger, R2 = 11.417%)
#> ML Method: outcome (ranger, R2 = 27.265%), treatment (ranger, R2 = 11.601%)
#> Tuning: dirty
#>
#> Average Treatment Effect:
#>
#> Estimate Std. Error t value P(>|t|)
#> ate.all 8305 1151 7.217 5.33e-13 ***
#> ate.all 8074 1179 6.847 7.52e-12 ***
#> ---
#> Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
#> Note: DML estimates combined using the median method.
Expand All @@ -113,7 +113,7 @@ summary(dml.401k)
#> -- Average treatment effects were estimated using DML with 5-fold cross-fitting. In order to reduce the variance that stems from sample splitting, we repeated the procedure 1 times. Estimates are combined using the median as the final estimate, incorporating variation across experiments into the standard error as described in Chernozhukov et al. (2018). The outcome regression uses Random Forest from the R package ranger; the treatment regression uses Random Forest from the R package ranger.

# sensitivity analysis
sens.401k <- sensemakr(dml.401k, cf.y = 0.03, cf.d = 0.04)
sens.401k <- sensemakr(dml.401k, cf.y = 0.04, cf.d = 0.03)

# summary
summary(sens.401k)
Expand All @@ -123,13 +123,13 @@ summary(sens.401k)
#>
#> Model: Nonparametric
#> Cross-Fitting: 5 folds, 1 reps
#> ML Method: outcome (ranger, R2 = 27.684%), treatment (ranger, R2 = 11.417%)
#> ML Method: outcome (ranger, R2 = 27.265%), treatment (ranger, R2 = 11.601%)
#> Tuning: dirty
#>
#> Average Treatment Effect:
#>
#> Estimate Std. Error t value P(>|t|)
#> ate.all 8305 1151 7.217 5.33e-13 ***
#> ate.all 8074 1179 6.847 7.52e-12 ***
#> ---
#> Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
#> Note: DML estimates combined using the median method.
Expand All @@ -145,7 +145,7 @@ summary(sens.401k)
#>
#> Robustness Values:
#> RV (%) RVa (%)
#> ate.all 6.3342 4.8512
#> ate.all 6.1758 4.6604
#>
#> Verbal interpretation of robustness values:
#>
Expand All @@ -157,10 +157,10 @@ summary(sens.401k)
#>
#> Confidence Bounds for Sensitivity Scenario:
#> lwr upr
#> ate.all 1883.244 14790.218
#> ate.all 1639.135 14570.986
#>
#> Confidence level: point = 95%; region = 90%.
#> Sensitivity parameters: cf.y = 0.03; cf.d = 0.04; rho2 = 1.
#> Sensitivity parameters: cf.y = 0.04; cf.d = 0.03; rho2 = 1.
#>
#> Verbal interpretation of confidence bounds:
#>
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