Dynamic Balancing for Estimating the Effects of Dynamic Treatments
The package can be used for causal inference with dynamic (time-varying) treatments. The package works for balanced and unbalanced panels with high-dimensional (and time-varying) covariates. Effects are estimated through penalized regression with dynamic balancing weights.
install.packages("remotes")
library(remotes)
remotes::install_github("dviviano/DynBalancing")
library(DynBalancing)
The package contains the functions:
- DynBalancing_ATE
- DynBalancing_History
- DynBalncing_Het_ATE
See the vignettes for its implementation. Details on the arguments are available typing help(.) and the name of the function.
Viviano, Davide, and Jelena Bradic. "Dynamic covariate balancing: estimating treatment effects over time." arXiv preprint arXiv:2103.01280 (2021)
Davide Viviano: dviviano@ucsd.edu