dipw: Debiased Inverse Propensity Score Weighting

Estimation of the average treatment effect when controlling for high-dimensional confounders using debiased inverse propensity score weighting (DIPW). DIPW relies on the propensity score following a sparse logistic regression model, but the regression curves are not required to be estimable. Despite this, our package also allows the users to estimate the regression curves and take the estimated curves as input to our methods. Details of the methodology can be found in Yuhao Wang and Rajen D. Shah (2020) "Debiased Inverse Propensity Score Weighting for Estimation of Average Treatment Effects with High-Dimensional Confounders" <arXiv:2011.08661>. The package relies on the optimisation software 'MOSEK' <https://www.mosek.com/> which must be installed separately; see the documentation for 'Rmosek'.

Version: 0.1.0
Imports: glmnet, Rmosek, Matrix, methods, stats
Published: 2020-11-30
Author: Yuhao Wang [cre, aut], Rajen Shah [ctb]
Maintainer: Yuhao Wang <yuhaow.thu at gmail.com>
License: GPL-3
NeedsCompilation: no
Materials: README NEWS
CRAN checks: dipw results

Documentation:

Reference manual: dipw.pdf

Downloads:

Package source: dipw_0.1.0.tar.gz
Windows binaries: r-devel: dipw_0.1.0.zip, r-release: dipw_0.1.0.zip, r-oldrel: dipw_0.1.0.zip
macOS binaries: r-release (arm64): dipw_0.1.0.tgz, r-release (x86_64): dipw_0.1.0.tgz, r-oldrel: dipw_0.1.0.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=dipw to link to this page.