/SDRcausal

SDRcausal is a R Package that provides semiparametric estimators of Average Causal Effects, using sufficient dimension reduction for nuisance model estimation.

Primary LanguageCMIT LicenseMIT

SDRcausal

The package implements the methods described in Ghosh et al. (2020): Sufficient Dimension Reduction for Feasible and Robust Estimation of Average Causal Effect. It uses a semiparametric locally efficient dimension reduction approach to assess both the treatment assignment mechanism and the average responses in both treated and nontreated groups. It then integrates all results through imputation, inverse probability weighting and doubly robust augmentation estimators.

References

Ghosh, T., Ma, Y. and de Luna, X. (2020). Sufficient Dimension Reduction for Feasible and Robust Estimation of Average Causal Effect. Statistica Sinica. On-line ahead of print. DOI: 10.5705/ss.202018.0416. ArXiv version with Supplementary material: https://arxiv.org/abs/1811.01992

Ghasempour, M. and de Luna, X. (2021). SDRcausal: an R package for causal inference based on sufficient dimension reduction. ArXiv: https://arxiv.org/abs/2105.02499

Installing

To install and load this package in R from GitHub, run the following commands:

install.packages("devtools")
library(devtools) 
install_github("stat4reg/SDRcausal")
library(SDRcausal)

Mac OS

Mac user may need to run the following command in a terminal window before installing the package:

xcode-select --install

OpenMP is not available on Mac OS and only one thread can be used.