Provides a comprehensive summary of an ensemble prediction fit, including
descriptive statistics, prediction accuracy metrics, BLP calibration test,
and GAVS group averages.
When train_idx was used, accuracy metrics are computed only on
training observations (where Y is observed).
Usage
# S3 method for class 'ensemble_pred_fit'
summary(object, n_groups = 3, ...)Arguments
- object
An object of class
ensemble_pred_fitfromensemble_pred.- n_groups
Number of groups for GAVS analysis (default: 3).
- ...
Additional arguments (currently unused).
Value
Invisibly returns a summary.ensemble_pred_fit object containing:
call: The original function call
outcome: Name of the outcome variable
n: Total number of observations
n_train: Number of training observations
M: Number of repetitions
metrics: Prediction accuracy metrics (R-squared, RMSE, MAE, correlation)
blp: BLP calibration test results
gavs: GAVS group average results
Examples
if (FALSE) { # \dontrun{
data(microcredit)
covars <- c("age", "gender", "education", "hhinc_yrly_base",
"css_creditscorefinal")
dat <- microcredit[, c("bank_profits_pp", covars)]
fit <- ensemble_pred(
bank_profits_pp ~ ., data = dat,
train_idx = microcredit$loan_size > 0 & microcredit$treat == 1,
algorithms = c("lm", "grf"), M = 3, K = 3
)
summary(fit)
summary(fit, n_groups = 5)
} # }