Counterfactual: An R Package for Counterfactual Analysis

Authors

Mingli Chen, University of Warwick
Victor Chernozhukov, Massachusetts Institute of Technology
Iván Fernández-Val, Boston University
Blaise Melly, University of Bern

Date of this Version

6-2017

Document Type

Article

Citation

The R Journal (June 2017) 9(1); Editor: Roger Bivand

Comments

Copyright 2017, The R Foundation. Open access material. License: CC BY 4.0 International

Abstract

The Counterfactual package implements the estimation and inference methods of Cher nozhukov et al. (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.