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麦克帕内尔
2017-11-17
因果面板数据模型的矩阵完成方法
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MCPanel
Matrix Completion Methods for Causal Panel Data Models
The MCPanel package provides functions to fit a low-rank model to a partially observed matrix.
To install this package in R, run the following commands:
install.packages("devtools")
install.packages("latex2exp")
library(devtools)
install_github("susanathey/MCPanel")
Example usage:
library(MCPanel)
estimated_obj <- mcnnm_cv(M, mask, to_estimate_u = 0, to_estimate_v = 0, num_lam_L = 40)
best_lam_L <- estimated_obj$best_lambda
estimated_mat <- estimated_obj$L
Note: it may be necessary for Windows R 3.4.2 users to use the patched version of R: https://cran.r-project.org/bin/windows/base/rpatched.html
More details will be added soon.
References
Susan Athey, Mohsen Bayati, Nikolay Doudchenko, Guido Imbens, and Khashayar Khosravi. Matrix Completion Methods for Causal Panel Data Models [link]
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Reviews
3
(1)
user_J9sNJQWN
2025-04-17
MCPanel is an outstanding tool for causal inference, elegantly designed by the brilliant Susan Athey. Its user-friendly interface and robust functionalities elevate the analysis process, making it indispensable for researchers. Highly recommend checking it out at https://github.com/susanathey/MCPanel.