Changelog

interflex 1.4.0

  1. GATE support across estimators: gate = TRUE now works with linear, lasso, dml, and grf estimators. When the moderator \(X\) is discrete, setting gate = TRUE estimates Group Average Treatment Effects (GATE) within each level of \(X\). Use plot(out, by.group = TRUE) to visualize GATE with separate point estimates and confidence intervals per group.

  2. Unified g.est output: All estimators with gate = TRUE produce a unified $g.est field. The DML-specific $g.est.dml is retained as a deprecated alias for backward compatibility.

  3. Auto-trim xlim: When xlim is not specified and \(X\) is continuous, the plot automatically clips tails where the data is too sparse to support reliable CME estimation. Tails are only clipped if they have fewer than 10 observations or lack treatment variation. Users can always override with an explicit xlim.

  4. Default y-axis labels: Changed from “Marginal Effect of D on Y” to “CME of D on Y” (smooth curves) or “GATE of D on Y” (group-level plots with by.group = TRUE).

  5. New datasets: Added app_adiguzel2023 (Adiguzel et al. (2023)), app_bb2024 (Beiser-McGrath and Bernauer (2024)), and app_et2023 (Egerod and Tran (2023)) to the package data.

  6. Parallel computing: Switched from %dopar% to %dorng% (via the doRNG package) for reproducible parallel random number generation. The “Parallel computing” message now only prints when parallel is actually used.

  7. Quarto book: Restructured user manual with numbered chapters, separated computation from figure chunks, and added sections on GATE estimation in Ch. 3 (linear), Ch. 4 (lasso), and Ch. 5 (DML).

  8. ggplot2 compatibility: Fixed deprecated size → linewidth, guides(colour = FALSE) → guides(colour = "none"), and removed aes_string() usage.

interflex 1.3.5

  1. Introduce the Lasso estimators.

  2. Bug fixes and improvements.

interflex 1.3.1–1.3.2

  1. Introduce the DML estimators.

  2. Fix bugs.

interflex 1.3.0

  1. Add support for DML estimators.

  2. Replace fastplm with fixest for estimating fixed effects models.

  3. Add analytical standard errors for the kernel estimator.

interflex 1.2.1

  1. Support GLM link functions (logit, probit, poisson, negative binomial) for linear, binning, and kernel estimators.

  2. More flexible uncertainty estimation: simulation, delta method, and bootstrap.

  3. Add Z.ref option for specifying covariate values when computing marginal effects.

  4. Incorporate estimation of average treatment effects (ATE) and average marginal effects (AME).

  5. Support four cross-validation criteria for binary outcomes: MSE, MAE, Cross Entropy, AUC.

  6. Add likelihood ratio test and Wald test for the binning estimator.

  7. Add fully moderated model via full.moderate = TRUE.

interflex 1.1.1

  1. Add inter.test function to test the difference in treatment effects at specific moderator values.

interflex 1.1.0

  1. Support discrete treatments with more than 2 arms.

  2. Adaptive bandwidth search and optimized cross-validation with fixed effects.

  3. Unified interflex() function replacing deprecated inter.binning and inter.kernel.

  4. Add predict function for expected values of \(Y\).

  5. Add diff.values option for testing treatment effect differences.