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MDEI  

Implementing the Method of Direct Estimation and Inference
View on CRAN: Click here


Download and install MDEI package within the R console
Install from CRAN:
install.packages("MDEI")

Install from Github:
library("remotes")
install_github("cran/MDEI")

Install by package version:
library("remotes")
install_version("MDEI", "1.0")



Attach the package and use:
library("MDEI")
Maintained by
Marc Ratkovic
[Scholar Profile | Author Map]
First Published: 2023-05-04
Latest Update: 2023-05-04
Description:
Causal and statistical inference on an arbitrary treatment effect curve requires care in both estimation and inference. This package, implements the Method of Direct Estimation and Inference as introduced in "Estimation and Inference on Nonlinear and Heterogeneous Effects" by Ratkovic and Tingley (2023) . The method takes an outcome, variable of theoretical interest (treatment), and set of variables and then returns a partial derivative (marginal effect) of the treatment variable at each point along with uncertainty intervals. The approach offers two advances. First, a split-sample approach is used as a guard against over-fitting. Second, the method uses a data-driven interval derived from conformal inference, rather than relying on a normality assumption on the error terms.
How to cite:
Marc Ratkovic (2023). MDEI: Implementing the Method of Direct Estimation and Inference. R package version 1.0, https://cran.r-project.org/web/packages/MDEI. Accessed 20 Feb. 2025.
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