pedrohcgs/pstest: Specification Tests for Parametric Propensity Score Models

The propensity score is one of the most widely used tools in studying the causal effect of a treatment, intervention, or policy. Given that the propensity score is usually unknown, it has to be estimated, implying that the reliability of many treatment effect estimators depends on the correct specification of the (parametric) propensity score. This package implements the data-driven nonparametric diagnostic tools for detecting propensity score misspecification proposed by Sant'Anna and Song (2019) <doi:10.1016/j.jeconom.2019.02.002>.

Getting started

Package details

AuthorPedro H. C. Sant'Anna <>, Xiaojun Song <>
MaintainerPedro H. C. Sant'Anna <>
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
pedrohcgs/pstest documentation built on March 26, 2020, 12:53 p.m.