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