helske / dmpm

Codes for replicating the paper "Estimating Causal Effects from Panel Data with Dynamic Multivariate Panel Models"

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dmpm

Codes for reproducing the results in the paper Estimating Causal Effects from Panel Data with Dynamic Multivariate Panel Models by Jouni Helske and Santtu Tikka.

The .pdf files contain the analysis of the examples and the appendices, see the corresponding Rmarkdown (.Rmd) files for details. Some of result files are also available without rerunning the analysis (some are too large for Github). These .rds files should be loaded to R using readRDS function.

You need to also install the dynamite package which is provided as source (tar.gz) format and installed as install.packages("dynamite.1.5.0.tar.gz"), or from CRAN as install.packages("dynamite").

If on a Windows platform you may also need to update your rstan and StanHeaders installation by running

remove.packages(c("rstan", "StanHeaders"))
install.packages("rstan", repos = c("https://mc-stan.org/r-packages/", getOption("repos")))

You can also install cmdstanr package (alternative way to use Stan, used in the partnership example for faster sampling) by running

install.packages("cmdstanr", repos = c("https://mc-stan.org/r-packages/", getOption("repos")))

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Codes for replicating the paper "Estimating Causal Effects from Panel Data with Dynamic Multivariate Panel Models"


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