SortedEffects: sorted causal effects in R

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Date
2020
Authors
Chen, Shuowen
Chernozhukov, Victor
Fernandez-Val, Ivan
Luo, Ye
Version
OA Version
Accepted manuscript
Citation
Shuowen Chen, Victor Chernozhukov, Ivan Fernandez-Val, Ye Luo. 2020. "SortedEffects: Sorted Causal Effects in R." The R Journal, Volume 12, Issue 1, pp. 131 - 146. https://doi.org/10.32614/RJ-2020-006
Abstract
Chernozhukov et al. (2018) proposed the sorted effect method for nonlinear regression models. This method consists of reporting percentiles of the partial effects, the sorted effects, in addition to the average effect commonly used to summarize the heterogeneity in the partial 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 partial effect are above or below some tail sorted effects. The R package SortedEffects 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.
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This article and supplementary materials are licensed under a Creative Commons Attributio