tests/testthat/test-AddSuptBand.R

In eventstudyr: Estimation and Visualization of Linear Panel Event Studies

# OLS -----------------------------------

test_that("check that the correct part of vcov matrix is used", {
    suppressWarnings(
        sample_estimation <- EventStudy(estimator = "OLS", data = example_data,
                                    outcomevar = "y_base", policyvar = "z",
                                    idvar = "id", timevar = "t", FE = TRUE, control = "x_r",
                                    TFE = TRUE, post = 2, pre = 2, overidpre = 2,
                                    overidpost = 2, normalize = -1, cluster = TRUE, anticipation_effects_normalization = TRUE)
    )

    eventstudy_coefficients <- sample_estimation[[2]]$eventstudy_coefficients
    vcov_matrix_all <- sample_estimation[[1]]$vcov
    v_terms_to_keep <- colnames(vcov_matrix_all) %in% eventstudy_coefficients
    vcov_matrix     <- vcov_matrix_all[v_terms_to_keep, v_terms_to_keep]

    expect_true(isSymmetric(vcov_matrix))
    expect_true(all(eventstudy_coefficients %in% colnames(vcov_matrix)))
    expect_true(! "x_r" %in% colnames(vcov_matrix))
})

# FHS -----------------------------------

test_that("check that the correct part of vcov matrix is used", {
    data <- example_data[, c("y_base", "z", "id", "t", "x_r", "eta_m")]
    suppressWarnings(
        sample_estimation <- EventStudy(estimator = "FHS", data = data, outcomevar = "y_base", policyvar = "z", idvar = "id",
                            timevar = "t", controls = "x_r", proxy = "eta_m", FE = TRUE, TFE = TRUE, post = 1,
                            overidpost = 2, pre = 1, overidpre = 2, normalize = -1, cluster = TRUE, anticipation_effects_normalization = TRUE)
    )

    eventstudy_coefficients <- sample_estimation[[2]]$eventstudy_coefficients
    vcov_matrix_all <- sample_estimation[[1]]$vcov
    v_terms_to_keep <- colnames(vcov_matrix_all) %in% eventstudy_coefficients
    vcov_matrix     <- vcov_matrix_all[v_terms_to_keep, v_terms_to_keep]

    expect_true(isSymmetric(vcov_matrix, tol = sqrt(.Machine$double.eps)))
    expect_true(all(eventstudy_coefficients %in% colnames(vcov_matrix)))
    expect_true(! "x_r" %in% colnames(vcov_matrix))
})