SVMMatch (version 1.1)

autocorr: Autocorrelation in estimated coefficients.

Description

autocorr tests the autocorrelation in the coefficients in an SVMMatch object.

Usage

autocorr(obj)

Arguments

obj

A fitted SVMMatch object.

Details

Returns the autocorrelation in the posterior means of the coefficients of an SVMMatch object.

References

Ratkovic, Marc. 2014. "Balancing within the Margin: Causal Effect Estimation with Support Vector Machines." Working paper.

See Also

svmmatch

Examples

## Not run: 
# ##See svmmatch() for a full implementation
# ##Load data
# 	data("LaLonde")
# 	Data1<-LaLonde
# 	Data1<-Data1[Data1$exper==0|Data1$treat==1,]
# 	attach(Data1)	
# 
# ##Format X matrix
# 	varnames<-c("age","educ","black","married","nodegr","hisp",
# 		"re75","re74")
# 	X<-cbind(Data1[,varnames],Data1$re75==0,Data1$re74==0)
# 	X<-as.matrix(X)
# 
# ##Fit model
# 	set.seed(1)
# 	m1.param<-svmmatch(treat, X, dv=re78, burnin=100, gibbs=100, thin=5)
# 
# ##Assess autocorrelation
# 	ac1<-autocorr(m1.param)
# 	## End(Not run)