SortedEffects: Sorted Causal Effects in R

09/02/2019

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by   Shuowen Chen, et al.

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Chernozhukov et al. (2018) proposed the sorted effect method for nonlinear regression models. This method consists of reporting percentiles of the causal effects in addition to the average commonly used to summarize the heterogeneity in the causal effects. They also propose to use the sorted effects to carry out classification analysis where the observational units are classified as most and least affected if their causal effects are above or below some tail sorted effects. The SortedEffects package implements the estimation and inference methods therein and provides tools to visualize the results. This vignette serves as an introduction to the package and displays basic functionality of the functions within.