Skip to content

Matrix Completion Methods for Causal Panel Data Models

License

Notifications You must be signed in to change notification settings

davidahirshberg/MCPanel

 
 

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

41 Commits
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

Repository files navigation

MCPanel

Matrix Completion Methods for Causal Panel Data Models

The MCPanel package provides functions to fit a low-rank model to a partially observed matrix.

To install this package in R, run the following commands:

install.packages("devtools")
install.packages("latex2exp")
library(devtools) 
install_github("susanathey/MCPanel")

Example usage:

library(MCPanel)
estimated_obj <- mcnnm_cv(M, mask, to_estimate_u = 0, to_estimate_v = 0, num_lam_L = 40)
                  
best_lam_L <- estimated_obj$best_lambda
estimated_mat <- estimated_obj$L

Note: it may be necessary for Windows R 3.4.2 users to use the patched version of R: https://cran.r-project.org/bin/windows/base/rpatched.html

More details will be added soon.

References

Susan Athey, Mohsen Bayati, Nikolay Doudchenko, Guido Imbens, and Khashayar Khosravi. Matrix Completion Methods for Causal Panel Data Models [link]

About

Matrix Completion Methods for Causal Panel Data Models

Resources

License

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published

Languages

  • C++ 98.3%
  • Other 1.7%