estimatr

swMATH42815CRANestimatrMaRDI QIDQ1351819

Fast Estimators for Design-Based Inference

Jasper Cooper, Alexander Coppock, MacArtan Humphreys, Luke Sonnet, Graeme Blair

Last update: 17 January 2024

Copyright license: MIT license, File License

Software version identifier: 1.0.0, 0.2.0, 0.4.0, 0.6.0, 0.8.0, 0.10.0, 0.12, 0.14, 0.16, 0.18.0, 0.20.0, 0.22.0, 0.24.0, 0.26.0, 0.28.0, 0.30.0, 0.30.2, 0.30.4, 0.30.6, 1.0.2

Source code repository: https://github.com/cran/estimatr

Description

Fast procedures for small set of commonly-used, design-appropriate estimators with robust standard errors and confidence intervals. Includes estimators for linear regression, instrumental variables regression, difference-in-means, Horvitz-Thompson estimation, and regression improving precision of experimental estimates by interacting treatment with centered pre-treatment covariates introduced by Lin (2013) <doi:10.1214/12-AOAS583>.

Cites work

Agnostic notes on regression adjustments to experimental data: Reexamining Freedman’s critique