To use the grf package in R, you need to follow these steps:

  1. Install the grf package by running the following command in R console:

    install.packages('grf')
    
  2. Load the grf package by running the following command:

    library('grf')
    
  3. 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.

  4. Create a causal forest object by running the following command:

    cf <- causal_forest(X, Y)
    
  5. 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.

  6. Access the predicted treatment effect by running the following command:

    treatment_effect <- prediction$predictions
    
  7. 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.

GRF Package in R: A Step-by-Step Guide to Estimating Treatment Effects

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