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>.


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install.packages("wfe")

1.9.1 by In Song Kim, 4 months ago


Report a bug at https://github.com/insongkim/wfe/issues


Browse source code at https://github.com/cran/wfe


Authors: In Song Kim [aut, cre] , Kosuke Imai [aut]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports utils, arm, Matrix, MASS, methods


See at CRAN