The Counterfactual package implements the estimation and inference methods of
Chernozhukov, Fern\'andez-Val and Melly (2013) for counterfactual analysis. The
counterfactual distributions considered are the result of changing either the
marginal distribution of covariates related to the outcome variable of
interest, or the conditional distribution of the outcome given the covariates.
They can be applied to estimate quantile treatment effects and wage
decompositions. This paper serves as an introduction to the package and
displays basic functionality of the commands contained within.Comment: 15 pages, 4 figure