1. ArCo: An R package to Estimate Artificial Counterfactuals.
- Author
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Fonseca, Yuri R., Masini, Ricardo P., Medeiros, Marcelo C., and Vasconcelos, Gabriel F. R.
- Subjects
- *
COUNTERFACTUALS (Logic) , *AGGREGATED data , *DATA mining - Abstract
In this paper we introduce the ArCo package for R which consists of a set of functions to implement the the Artificial Counterfactual (ArCo) methodology to estimate causal effects of an intervention (treatment) on aggregated data and when a control group is not necessarily available. The ArCo method is a two-step procedure, where in the first stage a counterfactual is estimated from a large panel of time series from a pool of untreated peers. In the second-stage, the average treatment effect over the post-intervention sample is computed. Standard inferential procedures are available. The package is illustrated with both simulated and real datasets. [ABSTRACT FROM AUTHOR]
- Published
- 2018
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