Brantly Callaway 2023-09-16
The R qte
package implements many methods used, especially in
economics, to estimate quantile treatment effects. These include the
case where treatment is randomly assigned, under selection on
observables, under a Difference in Differences Assumtpion.
The package is available on CRAN and can be loaded as follows
library(qte)
The following example shows how to use the ci.qte
method in the qte
package using data about an experimental job training program.
data(lalonde)
jt.cia <- ci.qte(re78 ~ treat,
xformla=~age + education + black + hispanic + married + nodegree,
data=lalonde.psid,
probs=seq(0.05,0.95,0.05), se=T)
summary(jt.cia)
More examples and details about other functions in the package can be found at the package’s website