wfe (1.2)

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Weighted Linear Fixed Effects Regression Models for Causal Inference.

http://cran.r-project.org/web/packages/wfe

This R package provides a computationally efficient way of fitting weighted linear fixed effects estimators for causal inference with various weighting schemes. Imai and Kim (2012) show that weighted linear fixed effects estimators can be used to estimate the average treatment effects under different identification strategies. This includes stratified randomized experiments, matching and stratification for observational studies, first differencing, and difference-in-differences. The package also provides various robust standard errors and a specification test for standard linear fixed effects estimators.

Maintainer: In Song Kim
Author(s): In Song Kim <insong@Princeton.edu>, Kosuke Imai <kimai@Princeton.edu>

License: GPL (>= 2)

Uses: arm, MASS, Matrix

Released 3 months ago.

3 previous versions

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