``wfe: Weighted Linear Fixed Effects Regression Models for Causal Inference''



This R package provides a computationally efficient way of fitting weighted linear fixed effects estimators for causal inference with various weighting schemes. Imai and Kim (2011) show that weighted linear fixed effects estimators can be used to estimate the average treatment effects under different identification strategies. This includes stratified randomized experiments, matching and stratification for observational studies, first differencing, and difference-in-differences. The package also provides various robust standard errors and a specification test for standard linear fixed effects estimators.

  Current Version

The current version is 1.0 (built on 07/18/12) which runs on R 2.11.0 and higher. The source code and the documentation are available for download from The Comprehensive R Archive Network (CRAN).


Regardless of one's operating system, the software can be installed by typing the following command at R prompt:

> install.packages("wfe")

This will install the latest version from CRAN.

© Kosuke Imai
Last modified: Tue Dec 13 13:23:01 EST 2011