csa.bounds: csa.bounds

In csabounds: Bounds on Distributional Treatment Effect Parameters

Description

Compute bounds on the distribution and quantile of the treatment effect as given in Callaway (2017) under the copula stability assumption and when a first step estimator of the counterfactual distribution of untreated potential outcomes for the treated group is available.

Usage

csa.bounds(formla, t, tmin1, tmin2, tname, idname, data, delt.seq, y.seq,
  Y0tqteobj, F.y0 = NULL, F.y1 = NULL, h = NULL, method = c("level",
  "rank"), cl = 1)

Arguments

formla	outcomevar ~ treatmentvar
t	the 3rd period
tmin1	the 2nd period
tmin2	the 1st period
tname	the name of the column containing periods
idname	the name of the column containing ids
data	a panel data frame
delt.seq	the possible values to compute bounds on the distribution of the treatment effect for
y.seq	the possible values for y to take
Y0tqteobj	a qte object for obtaining the counterfactual distribution of untreated potential outcomes for the treated group in period t
F.y0	(optional) pre-computed distribution of counterfactual untreated outcomes for the treated group
F.y1	(optional) pre-computed distribution of treated outcomes for the treated group
h	optional bandwidth
method	"level" or "rank" determining whether method should be used conditional on ytmin1 or the rank of ytmin1
cl	(optional) number of multi-cores to use

Value

csaboundsobj

Examples

## Not run: 
data(displacements)
delt.seq <- seq(-4,4,length.out=50)
y.seq <- seq(6.5,13,length.out=50)
cc <- qte::CiC(learn ~ treat,
               t=2011, tmin1=2007, tname="year",
               idname="id", panel=TRUE, data=displacements,
               probs=seq(.05,.95,.01),se=FALSE)
cc$F.treated.tmin2 <- ecdf(subset(displacements, year==2003 & treat==1)$learn)
cc$F.treated.tmin1 <- ecdf(subset(displacements, year==2007 & treat==1)$learn)
cb <- csa.bounds(learn ~ treat, 2011, 2007, 2003, "year", "id",
        displacements, delt.seq, y.seq, cc,
        method="level", cl=1)
cb
ggCSABounds(cb)

## End(Not run)

csabounds documentation built on May 1, 2019, 8:47 p.m.