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What are everyone's thoughts on tuning the bandwidth parameter for estimate_npmetric_erf? Considerations:
Leave-one-out cross-validation? Can this be implemented within the estimate_npmetric_erf function?
What error function should we use? Page 5 of this paper says that MISE and AMISE (which is the dominating term of MISE) are standard for evaluating kernel density estimators. Interestingly, the bandwidth that optimizes AMISE seems to have a closed form - does that mean that we wouldn't need to use cross-validation at all if we choose AMISE as our error function?
Does all this still work if we are using matched or weighted data (i.e., a pseudopopulation), as inputted in the parameter matched_counter?
Do these methods still make sense given that the ERF is not a probability density function but simply the function mapping an exposure to an outcome (or perhaps more precisely, the mean outcome over GPS values, if that is correct)?
How does estimate_npmetric_erf currently choose the bandwidth from the user-inputted vector bw_seq? From the code, it seems like there is a compute_risk function which is run on the full data for each value of bw_seq?
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What are everyone's thoughts on tuning the bandwidth parameter for
estimate_npmetric_erf
? Considerations:estimate_npmetric_erf
function?matched_counter
?estimate_npmetric_erf
currently choose the bandwidth from the user-inputted vectorbw_seq
? From the code, it seems like there is acompute_risk
function which is run on the full data for each value ofbw_seq
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