R package for fast and easy doubly robust estimation of treatments effects
To install from GitHub, make sure you have installed remotes
install.packages("remotes")
Then install fastDR
from GitHub:
remotes::install_github("gregridgeway/fastDR")
fastDR
requires the survey
package version 4.1 or later. Earlier survey
package versions normalized the weights in a particular way (across the whole dataset) that could cause numerical instability. fastDR()
needs the weights to be normalized within the treatment and control groups so that the largest weight is 1 within each. As of version 4.1, there is a rescale=FALSE
option for the survey package that resolves this issue.