Abstract
FindIt is an R package that implements the heterogeneous treatment effect estimation procedure proposed by Imai and Ratkovic (2013). The proposed method is applicable, for example, when selecting a small number of most (or least) efficacious treatments from a large number of alternative treatments as well as when identifying subsets of the population who benefit (or are harmed by) a treatment of interest. The method adapts the Support Vector Machine classifier by placing separate LASSO constraints over the pre-treatment parameters and causal heterogeneity parameters of interest. This allows for the qualitative distinction between causal and other parameters, thereby making the variable selection suitable for the exploration of causal heterogeneity. The package also contains the function, INT, which estimates the average marginal treatment effect, the average treatment combination effect, and the average marginal treatment interaction effect proposed by Egami and Imai (2015).
Current Version
The current version is 0.5 (built on 2/27/15). The source code and the documentation are available for download from The Comprehensive R Archive Network (CRAN).
Installation
Regardless of one’s operating system, the software can be installed by typing the following command at R prompt:
> install.packages(“FindIt”)
This will install the latest version from CRAN.