wfe: Weighted Linear Fixed Effects Regression Models for Causal Inference
Version 1.3

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.

Getting started

Package details

AuthorIn Song Kim <insong@mit.edu>, Kosuke Imai <kimai@Princeton.edu>
Date of publication2014-08-11 05:56:52
MaintainerIn Song Kim <insong@mit.edu>
LicenseGPL (>= 2)
Version1.3
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("wfe")

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wfe documentation built on May 29, 2017, 1:45 p.m.