R Package for Finding Heterogeneous Treatment Effects
Description
FindIt is an R package that implements the heterogeneous
treatment effect estimation procedure proposed by Imai and
Ratkovic (2012). The method assumes a binary outcome, coded
+/- 1, and a treatment variable, code 0/1, with a set of
pre-treatment covariates. Through the use of one LASSO
constraint over the treatment parameters of interest and
another over the pretreatment covariates, the method directly
targets the heterogeneous treatment effects of interest.