metacausal.aggregation.robinson_residuals¶
- metacausal.aggregation.robinson_residuals(Y, T, nuisance)[source]¶
Compute Robinson decomposition residuals.
Y_tilde = Y - m_hat(X) W_tilde = T - e_hat(X)
Used by R-Stacking to reformulate the CATE estimation as a weighted least squares problem (Nie & Wager, 2021).
- Parameters:
Y (array of shape (n,))
T (array of shape (n,))
nuisance (NuisanceEstimates)
- Returns:
(Y_tilde, W_tilde), each of shape (n,).
- Return type: