pstest: Specification Tests for Parametric Propensity Score Models
The propensity score is one of the most widely used tools in
studying the causal effect of a treatment, intervention, or policy. Given that
the propensity score is usually unknown, it has to be estimated, implying that
the reliability of many treatment effect estimators depends on the correct
specification of the (parametric) propensity score. This package implements the
data-driven nonparametric diagnostic tools for detecting propensity score
misspecification proposed by Sant'Anna and Song (2019) <doi:10.1016/j.jeconom.2019.02.002>.
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