CovSel: Model-Free Covariate Selection
Model-free selection of covariates under unconfoundedness for situations where the parameter of interest is an average causal effect. This package is based on model-free backward elimination algorithms proposed in de Luna, Waernbaum and Richardson (2011). Marginal co-ordinate hypothesis testing is used in situations where all covariates are continuous while kernel-based smoothing appropriate for mixed data is used otherwise.
||MASS, dr, np, boot, cubature
||Jenny Häggström, Emma Persson,
||Jenny Häggström <jenny.haggstrom at stat.umu.se>