Brantly Callaway 2018-04-30

The R qte package implements many methods used, especially in economics, to estimate quantile treatment effects. These include the case where treatment is randomly assigned, under selection on observables, under a Difference in Differences Assumtpion.

The package is available on CRAN and can be loaded as follows

  library(qte)

The following example shows how to use the ci.qte method in the qte package using data about an experimental job training program.

data(lalonde)
 jt.cia <- ci.qte(re78 ~ treat,
   xformla=~age + education + black + hispanic + married + nodegree,
   data=lalonde.psid,
   probs=seq(0.05,0.95,0.05), se=T)
 summary(jt.cia)

More examples and details about other functions in the package can be found at the package's website