robustness_bound: Compute the robustness changepoint

In apm: Averaged Prediction Models

Compute the robustness changepoint

Description

robustness_bound() computes the value of the sensitivity parameter M at which the robustness bounds change from excluding to including an ATT of 0.

Usage

robustness_bound(object, level = 0.95)

Arguments

object	an apm_est object; the output of a call to apm_est(). M must have been set to a nonzero value to use robustness_bound().
level	the desired confidence level. Set to 0 to ignore sampling variation in computing the interval bounds. Default is .95.

Value

A single number corresponding to the changepoint value of M. If there is no positive value of M for which the interval bounds cross 0, NA will be returned.

See Also

summary.apm_est() for examining the ATT and bounds for a given value of M; uniroot() for the function that finds the changepoint value of M.

Examples

data("ptpdata")

# Combination of 4 models: 2 time trends, 2 lags
models <- apm_mod(list(crude_rate ~ 1),
                  lag = 0:1,
                  time_trend = 0:1)
models

# Fit the models to data; unit_var must be supplied for
# fixed effects
fits <- apm_pre(models,
                data = ptpdata,
                group_var = "group",
                time_var = "year",
                val_times = 2004:2007,
                unit_var = "state",
                nsim = 100,
                verbose = FALSE)

est <- apm_est(fits,
               post_time = 2008,
               M = 1,
               R = 20,
               verbose = FALSE)

est

# ATT estimate and bounds for M = 1
summary(est)

#Changepoint value of M ignoring estimation uncertainty
(M <- robustness_bound(est, level = 0))

summary(est, level = 0, M = M)

#Changepoint value of M accounting for estimation uncertainty
(M <- robustness_bound(est, level = .95))

summary(est, level = .95, M = M)

apm documentation built on June 8, 2025, 1:42 p.m.