sigma_hathat_c: Calculating the constrained variance of the residuals for the...
In EquiTrends: Equivalence Testing for Pre-Trends in Difference-in-Differences Designs
View source: R/maxTest_supportingFunctions.R
sigma_hathat_c R Documentation
Calculating the constrained variance of the residuals for the Boostrap approaches in the EquiTrends Maximum Equivalence Testing procedure, according to Dette & Schumann (2024).
Description
Calculating the constrained variance of the residuals for the Boostrap approaches in the EquiTrends Maximum Equivalence Testing procedure, according to Dette & Schumann (2024).
Usage
sigma_hathat_c(parameter, x, y, ID, time)
Arguments
parameter
The constrained coefficients.
x
The double demeaned independent variables.
y
The double demeaned dependent variable.
ID
The ID variable.
time
The time variable.
Value
The estimated constrained variance of the residuals.
References
Dette, H., & Schumann, M. (2024). "Testing for Equivalence of Pre-Trends in Difference-in-Differences Estimation." Journal of Business & Economic Statistics, 1–13. DOI: \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1080/07350015.2024.2308121")}
EquiTrends documentation built on Sept. 11, 2024, 7:40 p.m.
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View source: R/maxTest_supportingFunctions.R
| sigma_hathat_c | R Documentation |
Calculating the constrained variance of the residuals for the Boostrap approaches in the EquiTrends Maximum Equivalence Testing procedure, according to Dette & Schumann (2024).
Description
Calculating the constrained variance of the residuals for the Boostrap approaches in the EquiTrends Maximum Equivalence Testing procedure, according to Dette & Schumann (2024).
Usage
sigma_hathat_c(parameter, x, y, ID, time)
Arguments
parameter |
The constrained coefficients. |
x |
The double demeaned independent variables. |
y |
The double demeaned dependent variable. |
ID |
The ID variable. |
time |
The time variable. |
Value
The estimated constrained variance of the residuals.
References
Dette, H., & Schumann, M. (2024). "Testing for Equivalence of Pre-Trends in Difference-in-Differences Estimation." Journal of Business & Economic Statistics, 1–13. DOI: \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1080/07350015.2024.2308121")}
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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