[R] [MatchIt] Naive Estimator for ATT after Full Matching

2021-05-05 Thread thebudget72
Dear R-help ML, I would like to compute a Naive Estimator for the Average Treatment Effect (ATT) after a Propensity Score Matching with full matching. Since it is full matching, the resulting post-matching database contains all the observations of the original dataset. I came up with this c

Re: [R] Random Forest: OOB performance = test set performance?

2021-04-11 Thread thebudget72
Thanks Peter. Indeed by setting a seed the two results are similar. I am self-studying and wanted to make sure I understood the concept of OOB samples and how much "reliable" were performance metrics calculated on them. It seems I did got it. That's good :) On 4/11/21 6:34 AM, Peter Langfel

[R] Random Forest: OOB performance = test set performance?

2021-04-10 Thread thebudget72
Hi ML, For random forest, I thought that the out-of-bag performance should be the same (or at least very similar) to the performance calculated on a separated test set. But this does not seem to be the case. In the following code, the accuracy computed on out-of-bag sample is 77.81%, while

[R] Variance of the sample mean by bootstrapping

2021-04-08 Thread thebudget72
Hello, I'm studying bootstrapping. I devised a code that draw a sample of heights, and then compute the sample mean of those heights. I want to compute the variance of the sample mean by bootstrapping. I am comparing this with the "real" variance of the sample meanand with an "estimated" vari