fect_sens: Sensitivity Analysis for fect Objects under Relative...

In fect: Fixed Effects Counterfactual Estimators

Sensitivity Analysis for fect Objects under Relative Magnitude and Smoothness Restrictions

Description

Conducts sensitivity analyses on fect model objects under relative magnitude (RM) and smoothness (C-LF) assumptions, producing robust confidence intervals and parameter sets.

Usage

fect_sens(
  fect.out,
  post.periods = NA,
  l_vec = NA,
  Mbarvec = seq(0, 1, by = 0.1),
  Mvec = seq(0, 0.25, 0.05),
  periodMbarvec = c(0, 0.5),
  periodMvec = c(0, 0.1),
  parallel = FALSE,
  cores = NULL
)

Arguments

fect.out	A fitted fect object.
post.periods	Vector of post-treatment periods for sensitivity analysis. Default uses all available post-treatment periods.
l_vec	Optional weighting vector for averaging ATT across post-treatment periods. Default weights by treated-unit counts.
Mbarvec	Values of Mbar for overall RM-based sensitivity analysis.
Mvec	Values of M for overall smoothness-based sensitivity analysis.
periodMbarvec	Values of Mbar for period-specific RM sensitivity analysis.
periodMvec	Values of M for period-specific smoothness sensitivity analysis.
parallel	Logical; if TRUE, uses parallel computation where supported. Default is FALSE.
cores	Optional integer; number of workers when parallel = TRUE.

Details

This function:

1. Extracts ATT estimates and variance-covariance matrices from fect.out.

2. Constructs weighted averages across post-treatment periods.

3. Computes robust confidence sets under RM and C-LF assumptions.

4. Optionally computes robust bounds for each post-treatment period separately.

Robust sets are computed using functions from the HonestDiDFEct package.

Value

An updated fect object including:

sensitivity.rm	Relative Magnitude (RM) sensitivity results for average and period-by-period ATT.
sensitivity.smooth	Smoothness (C-LF) sensitivity results for average and period-by-period ATT.

Author(s)

Rivka Lipkovitz

Examples

## Not run: 
out <- fect(Y ~ D, data = df, index = c("unit", "time"), method = "fe", se = TRUE)
out_sens <- fect_sens(
  fect.out = out,
  post.periods = c(1, 2, 3, 4),
  Mbarvec = seq(0, 1, by = 0.2),
  Mvec = c(0, 0.05, 0.1),
  periodMbarvec = c(0, 0.5),
  periodMvec = c(0, 0.1)
)
names(out_sens$sensitivity.rm)
names(out_sens$sensitivity.smooth)

## End(Not run)

fect documentation built on April 30, 2026, 9:06 a.m.