From 4eb756b1132d91cdfdbf8b58c3e131d1f2e25b24 Mon Sep 17 00:00:00 2001 From: NickCH-K <44816781+NickCH-K@users.noreply.github.com> Date: Tue, 7 Sep 2021 22:10:26 -0700 Subject: [PATCH] Use only training data to train in Stata --- Machine_Learning/causal_forest.md | 1 + 1 file changed, 1 insertion(+) diff --git a/Machine_Learning/causal_forest.md b/Machine_Learning/causal_forest.md index 233da72c..ece27c62 100644 --- a/Machine_Learning/causal_forest.md +++ b/Machine_Learning/causal_forest.md @@ -158,6 +158,7 @@ keep `r(varlist)' rcall: df.hold <- st.data() restore * Now go back to just the training data +keep if split == 1 * Run causal_forest, storing the effect predictions for the training data in the "effects" variable * the SEs of those effects in effectSE