wfe: Weighted Linear Fixed Effects Regression Models for Causal Inference

Provides a computationally efficient way of fitting weighted linear fixed effects estimators for causal inference with various weighting schemes. 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 implements methods described in Imai and Kim (2017) "When should We Use Linear Fixed Effects Regression Models for Causal Inference with Longitudinal Data?", available at <https://imai.fas.harvard.edu/research/FEmatch.html>.

Getting started

Package details

AuthorIn Song Kim [aut, cre], Kosuke Imai [aut]
MaintainerIn Song Kim <insong@mit.edu>
LicenseGPL (>= 2)
Version1.9.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("wfe")

Try the wfe package in your browser

Any scripts or data that you put into this service are public.

wfe documentation built on May 2, 2019, 2:45 p.m.