lmw: Linear Model Weights for Causal Inference
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The linear regression model is widely used in the biomedical and social sciences as well as in policy and business research to adjust for covariates and estimate the average effects of treatments. Behind every causal inference endeavor there is at least a notion of a randomized experiment. However, in routine regression analyses in observational studies, it is unclear how well the adjustments made by regression approximate key features of randomization experiments, such as covariate balance, study representativeness, sample boundedness, and unweighted sampling. In this paper, we provide software to empirically address this question. In the new lmw package for R, we compute the implied linear model weights for average treatment effects and provide diagnostics for them. The weights are obtained as part of the design stage of the study; that is, without using outcome information. The implementation is general and applicable, for instance, in settings with instrumental variables and multi-valued treatments; in essence, in any situation where the linear model is the vehicle for adjustment and estimation of average treatment effects with discrete-valued interventions.
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