R package CovSel: Model-Free Covariate Selection. Model-free selection of covariates under unconfoundedness for situations where the parameter of interest is an average causal effect. This package is based on model-free backward elimination algorithms proposed in de Luna, Waernbaum and Richardson (2011). Marginal co-ordinate hypothesis testing is used in situations where all covariates are continuous while kernel-based smoothing appropriate for mixed data is used otherwise.
Keywords for this software
References in zbMATH (referenced in 2 articles , 1 standard article )
Showing results 1 to 2 of 2.
- Persson, Emma; Häggström, Jenny; Waernbaum, Ingeborg; de Luna, Xavier: Data-driven algorithms for dimension reduction in causal inference (2017)
- Jenny Häggström and Emma Persson and Ingeborg Waernbaum and Xavier de Luna: CovSel: An R Package for Covariate Selection When Estimating Average Causal Effects (2015) not zbMATH