Learn R Programming

SVMMatch (version 1.1)

Causal Effect Estimation and Diagnostics with Support Vector Machines

Description

Causal effect estimation in observational data often requires identifying a set of untreated observations that are comparable to some treated group of interest. This package provides a suite of functions for identifying such a set of observations and for implementing standard and new diagnostics tools. The primary function, svmmatch(), uses support vector machines to identify a region of common support between treatment and control groups. A sensitivity analysis, balance checking, and assessment of the region of overlap between treated and control groups is included. The Bayesian implementation allows for recovery of uncertainty estimates for the treatment effect and all other parameters.

Copy Link

Version

Install

install.packages('SVMMatch')

Monthly Downloads

29

Version

1.1

License

GPL (>= 2)

Maintainer

Last Published

February 8th, 2015

Functions in SVMMatch (1.1)

effect

Posterior density of the treatment effect estimate from an SVMMatch object.
SVMMatch-package

Title: Causal effect estimation and diagnostics with support vector machines.
treatment.overlap

Exploring hard-to-match treated observations.
LaLonde

LaLonde Data for Covariate Balancing Propensity Score
balance

Assessing balance when using SVMMatch.
sensitivity

Sensitivity analysis for SVMMatch.
control.overlap

Assessing the number of control observations used in estimating the treatment effect.
bayesmatch_cpp

Rcpp implementation for Bayesian SVM.
svmmatch

SVMMatch for Causal Effect Estimation
autocorr

Autocorrelation in estimated coefficients.