Statistical software

This page contains statistical software based on Python (and older Gauss programmes).
Use for non-commercial academic-research is permitted free of charge subject to giving appropriate references. All rights are by Michael Lechner.
Causal machine learning estimator to estimate effects at different aggregation levels as discussed in my paper Modified Causal Forest: Most recent Python version is available on PyPI (pip install mcf). A Gauss version available here: Version 3.1.2.2 (Gauss 19).
Ordered random forest estimation (jointly with Gabriel Okasa): Most recent version (Python) is available on PyPI (pip install orf). A Gauss version is available here: Version 3.3 (Gauss 19).
Radius matching with regression adjustment
This zip-files contains the GAUSS code for the radius matching estimator with regression adjustment that is discussed in several of my publications, Version 6.0 (Gauss 18).
The R version of the estimator is available through my university web pages. The Stata version can be downloaded from the Stata SSC Archive. The Gauss version of the matching estimator is continuously maintained (but not posted here). If you are interested in using the most recent version (currently for Gauss 19), feel free to send me an email to Michael.Lechner at unisg.ch.