Counterfactual: An R Package for Counterfactual Analysis
Computation
2017-11-02 v1 Econometrics
Abstract
The Counterfactual package implements the estimation and inference methods of Chernozhukov, Fern\'andez-Val and Melly (2013) for counterfactual analysis. The counterfactual distributions considered are the result of changing either the marginal distribution of covariates related to the outcome variable of interest, or the conditional distribution of the outcome given the covariates. They can be applied to estimate quantile treatment effects and wage decompositions. This paper serves as an introduction to the package and displays basic functionality of the commands contained within.
Keywords
Cite
@article{arxiv.1610.07894,
title = {Counterfactual: An R Package for Counterfactual Analysis},
author = {Mingli Chen and Victor Chernozhukov and Iván Fernández-Val and Blaise Melly},
journal= {arXiv preprint arXiv:1610.07894},
year = {2017}
}
Comments
15 pages, 4 figures