FindIt is an R package that implements
the heterogeneous treatment effect estimation procedure proposed by
Imai and Ratkovic
(2013). The proposed method is applicable, for example,
when selecting a small number of most (or least) efficacious
treatments from a large number of alternative treatments as well as
when identifying subsets of the population who benefit (or are harmed
by) a treatment of interest. The method adapts the Support Vector
Machine classifier by placing separate LASSO constraints over the
pre-treatment parameters and causal heterogeneity parameters of
interest. This allows for the qualitative distinction between causal
and other parameters, thereby making the variable selection suitable
for the exploration of causal heterogeneity. The package also
contains the function, INT, which estimates the average marginal
treatment effect, the average treatment combination effect, and the
average marginal treatment interaction effect proposed by
Egami and Imai
(2015).