https://github.com/helske/dmpm
Codes for replicating the paper "Estimating Causal Effects from Panel Data with Dynamic Multivariate Panel Models"
https://github.com/helske/dmpm
Last synced: 3 months ago
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Codes for replicating the paper "Estimating Causal Effects from Panel Data with Dynamic Multivariate Panel Models"
- Host: GitHub
- URL: https://github.com/helske/dmpm
- Owner: helske
- Created: 2022-12-12T14:21:33.000Z (over 2 years ago)
- Default Branch: main
- Last Pushed: 2024-05-17T05:31:23.000Z (about 1 year ago)
- Last Synced: 2024-10-29T09:18:45.224Z (8 months ago)
- Language: HTML
- Size: 277 MB
- Stars: 2
- Watchers: 1
- Forks: 1
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
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README
# dmpm
Codes for reproducing the results in the paper [Estimating Causal Effects from Panel Data with Dynamic Multivariate Panel Models](https://doi.org/10.1016/j.alcr.2024.100617) by Jouni Helske and Santtu Tikka.
The `.pdf` files contain the analysis of the examples and the appendices, see the corresponding Rmarkdown (`.Rmd`) files for details. Some of result files are also available without rerunning the analysis (some are too large for Github). These `.rds` files should be loaded to `R` using `readRDS` function.
You need to also install the [`dynamite`](https://docs.ropensci.org/dynamite/) package which is provided as source (`tar.gz`) format and installed as `install.packages("dynamite.1.5.0.tar.gz")`, or from CRAN as `install.packages("dynamite")`.
If on a Windows platform you may also need to update your `rstan` and `StanHeaders` installation by running
```
remove.packages(c("rstan", "StanHeaders"))
install.packages("rstan", repos = c("https://mc-stan.org/r-packages/", getOption("repos")))
```
You can also install `cmdstanr` package (alternative way to use `Stan`, used in the partnership example for faster sampling) by running
```
install.packages("cmdstanr", repos = c("https://mc-stan.org/r-packages/", getOption("repos")))
```