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# Bootrstapped IPW Difference-in-Differences with Panel Data
# 2 periods and 2 groups
wboot.ipw.panel <- function(nn, n, deltaY, D, int.cov, i.weights){
#-----------------------------------------------------------------------------
v <- stats::rexp(n)
#v <- v / mean(v)
#weights for the bootstrap
b.weights <- as.vector(i.weights * v)
# Propensity score estimation
# ps.b <- suppressWarnings(stats::glm(D ~ -1 + int.cov, family = "binomial", weights = b.weights)$fitted.values)
ps.b <- suppressWarnings(parglm::parglm(D ~ -1 + int.cov, family = "binomial", weights = b.weights)$fitted.values)
ps.b <- pmin(ps.b, 1 - 1e-6)
# Compute IPW estimator
att.b <- mean(b.weights * (D - ps.b * (1 - D)/(1 - ps.b)) * deltaY) / mean(b.weights * D)
#-----------------------------------------------------------------------------
return(att.b)
}
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