CovSel: Model-Free Covariate Selection

Model-free selection of covariates under unconfoundedness for situations where the parameter of interest is an average causal effect. This package is based on model-free backward elimination algorithms proposed in de Luna, Waernbaum and Richardson (2011). Marginal co-ordinate hypothesis testing is used in situations where all covariates are continuous while kernel-based smoothing appropriate for mixed data is used otherwise.

Getting started

Package details

AuthorJenny Häggström, Emma Persson,
MaintainerJenny Häggström <[email protected]>
Package repositoryView on CRAN
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CovSel documentation built on May 2, 2019, 9:13 a.m.