https://github.com/insongkim/wfe

https://github.com/insongkim/wfe

Last synced: about 2 months ago
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• Host: GitHub
• URL: https://github.com/insongkim/wfe
• Owner: insongkim
• Created: 2016-07-31T14:12:58.000Z (about 8 years ago)
• Default Branch: master
• Last Pushed: 2020-03-19T15:32:31.000Z (over 4 years ago)
• Last Synced: 2024-07-28T08:32:18.981Z (about 2 months ago)
• Language: C
• Size: 3.18 MB
• Stars: 20
• Watchers: 7
• Forks: 5
• Open Issues: 5
• Metadata Files:
  • Readme: README.md
  • Changelog: Changelog

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README

        
# wfe: Weighted Linear Fixed Effects Regression Models for Causal Inference [![Build Status](https://travis-ci.org/insongkim/wfe.svg?branch=master)](https://travis-ci.org/insongkim/wfe) [![CRAN_Status_Badge](http://www.r-pkg.org/badges/version/wfe)](https://cran.r-project.org/package=wfe) ![CRAN downloads](http://cranlogs.r-pkg.org/badges/grand-total/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 (2016) 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.