GRF Package in R: A Step-by-Step Guide to Estimating Treatment Effects
To use the grf package in R, you need to follow these steps:
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Install the grf package by running the following command in R console:
install.packages('grf') -
Load the grf package by running the following command:
library('grf') -
Prepare your data. The grf package requires two matrices: 'X', the matrix of features (covariates), and 'Y', the matrix of outcomes. 'X' should have dimensions 'n x p' where 'n' is the number of observations and 'p' is the number of features. 'Y' should have dimensions 'n x m' where 'm' is the number of outcomes.
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Create a causal forest object by running the following command:
cf <- causal_forest(X, Y) -
Predict the treatment effect using the causal forest object by running the following command:
prediction <- predict(cf, X, estimate.variance = TRUE)The 'estimate.variance' argument specifies whether to estimate the variance of the treatment effect.
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Access the predicted treatment effect by running the following command:
treatment_effect <- prediction$predictions -
Optionally, you can access the estimated variance of the treatment effect by running:
variance <- prediction$variance
That's it! You have now used the grf package to estimate the treatment effect using causal forest.
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