Counterfactual: An R Package for Counterfactual Analysis

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.

Mingli Chen , Victor Chernozhukov , Iván Fernández-Val , Blaise Melly

CRAN packages used

Counterfactual, quantreg, survival

CRAN Task Views implied by cited packages

Econometrics, SocialSciences, Survival, ClinicalTrials, Environmetrics, Optimization, ReproducibleResearch, Robust


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For attribution, please cite this work as

Chen, et al., "The R Journal: Counterfactual: An R Package for Counterfactual Analysis", The R Journal, 2017

BibTeX citation

  author = {Chen, Mingli and Chernozhukov, Victor and Fernández-Val, Iván and Melly, Blaise},
  title = {The R Journal: Counterfactual: An R Package for Counterfactual Analysis},
  journal = {The R Journal},
  year = {2017},
  note = {},
  doi = {10.32614/RJ-2017-033},
  volume = {9},
  issue = {1},
  issn = {2073-4859},
  pages = {370-384}