DiSCo_CI_iter: DiSCo_CI_iter

In DiSCos: Distributional Synthetic Controls Estimation

DiSCo_CI_iter

Description

Function for computing the confidence intervals in the DiSCo method in a single period

Usage

DiSCo_CI_iter(
  t,
  controls_t,
  target_t,
  grid,
  T0,
  M = 1000,
  evgrid = seq(from = 0, to = 1, length.out = 1001),
  qmethod = NULL,
  qtype = 7,
  mixture = FALSE,
  simplex = FALSE,
  replace = TRUE
)

Arguments

t	Time period
controls_t	List of control unit data for given period
target_t	List of target unit data for given period
grid	Grid to recompute the CDF on if mixture option is chosen
T0	Index of the last pre-treatment period
M	Integer indicating the number of control quantiles to use in the DiSCo method. Default is 1000.
qmethod	Character, indicating the method to use for computing the quantiles of the target distribution. The default is NULL, which uses the quantile function from the stats package. Other options are "qkden" (based on smoothed kernel density function) and "extreme" (based on parametric extreme value distributions). Both are substantially slower than the default method but may be useful for fat-tailed distributions with few data points at the upper quantiles. Alternatively, one could use the q_max option to restrict the range of quantiles used.
qtype	Integer, indicating the type of quantile to compute when using quantile in the qmethod argument. The default 7. See the documentation for the quantile function for more information.
mixture	Logical, indicating whether to use the mixture of distributions approach instead. See Section 4.3. in \insertCitegunsilius2023distributional;textualDiSCos. This approach minimizes the distance between the CDFs instead of the quantile functions, and is preferred for categorical variables. When working with such variables, one should also provide a list of support points in the grid.cat parameter. When that is provided, this parameter is automatically set to TRUE. Default is FALSE.
simplex	Logical, indicating whether to use to constrain the optimal weights to the unit simplex. Default is FALSE, which only constrains the weights to sum up to 1 but allows them to be negative.
replace	Logical, indicating whether to sample with replacement when computing the bootstrap samples. Default is TRUE.

Value

The resampled counterfactual barycenter of the target unit

DiSCos documentation built on Sept. 11, 2024, 6:11 p.m.