摘要翻译:
反事实包实现了Chernozhukov、Fern\'Andez-Val和Melly(2013)的反事实分析的估计和推断方法。所考虑的反事实分布是改变与感兴趣的结果变量相关的协变量的边际分布或给定协变量的结果的条件分布的结果。它们可用于估计分位数处理效果和工资分解。本文是对包的介绍,并显示了包中包含的命令的基本功能。
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英文标题:
《Counterfactual: An R Package for Counterfactual Analysis》
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作者:
Mingli Chen, Victor Chernozhukov, Iv\'an Fern\'andez-Val, and Blaise
Melly
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最新提交年份:
2016
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分类信息:
一级分类:Statistics 统计学
二级分类:Computation 计算
分类描述:Algorithms, Simulation, Visualization
算法、模拟、可视化
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一级分类:Economics 经济学
二级分类:Econometrics 计量经济学
分类描述:Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论,微观计量经济学,宏观计量经济学,通过新方法发现的经济关系的实证内容,统计推论应用于经济数据的方法论方面。
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英文摘要:
The Counterfactual package implements the estimation and inference methods of Chernozhukov, Fern\'andez-Val and Melly (2013) for counterfactual analysis. The counterfactual distributions considered are the result of changing either the marginal distribution of covariates related to the outcome variable of interest, or the conditional distribution of the outcome given the covariates. They can be applied to estimate quantile treatment effects and wage decompositions. This paper serves as an introduction to the package and displays basic functionality of the commands contained within.
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PDF链接:
https://arxiv.org/pdf/1610.07894