PanelMatch: Matching Methods for Causal Inference with Time-Series Cross-Sectional Data

Implements a set of methodological tools that enable researchers to apply matching methods to time-series cross-sectional data. Imai, Kim, and Wang (2021) <http://web.mit.edu/insong/www/pdf/tscs.pdf> proposes a nonparametric generalization of the difference-in-differences estimator, which does not rely on the linearity assumption as often done in practice. Researchers first select a method of matching each treated observation for a given unit in a particular time period with control observations from other units in the same time period that have a similar treatment and covariate history. These methods include standard matching methods based on propensity score and Mahalanobis distance, as well as weighting methods. Once matching is done, both short-term and long-term average treatment effects for the treated can be estimated with standard errors. The package also offers a visualization technique that allows researchers to assess the quality of matches by examining the resulting covariate balance.

Version: 2.0.1
Depends: R (≥ 2.14.0)
Imports: Rcpp (≥ 0.12.5), data.table, ggplot2, CBPS, stats, graphics, grDevices, MASS, Matrix, igraph, methods
LinkingTo: RcppArmadillo, Rcpp, RcppEigen
Suggests: knitr, rmarkdown, testthat (≥ 2.1.0)
Published: 2022-06-26
Author: In Song Kim [aut, cre], Adam Rauh [aut], Erik Wang [aut], Kosuke Imai [aut]
Maintainer: In Song Kim <insong at mit.edu>
BugReports: https://github.com/insongkim/PanelMatch/issues
License: GPL (≥ 3)
NeedsCompilation: yes
SystemRequirements: C++11
In views: CausalInference
CRAN checks: PanelMatch results

Documentation:

Reference manual: PanelMatch.pdf
Vignettes: Matched Set Objects
Using PanelMatch

Downloads:

Package source: PanelMatch_2.0.1.tar.gz
Windows binaries: r-devel: PanelMatch_2.0.1.zip, r-release: PanelMatch_2.0.1.zip, r-oldrel: PanelMatch_2.0.1.zip
macOS binaries: r-release (arm64): PanelMatch_2.0.1.tgz, r-oldrel (arm64): PanelMatch_2.0.1.tgz, r-release (x86_64): PanelMatch_2.0.1.tgz
Old sources: PanelMatch archive

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