QTE | R Documentation |
Main class of objects. A QTE
object is returned by
all of the methods that compute the QTE or QTET.
QTE( qte, ate = NULL, qte.se = NULL, qte.lower = NULL, qte.upper = NULL, ate.se = NULL, ate.lower = NULL, ate.upper = NULL, c = NULL, pscore.reg = NULL, probs, type = "On the Treated", F.treated.t = NULL, F.untreated.t = NULL, F.treated.t.cf = NULL, F.treated.tmin1 = NULL, F.treated.tmin2 = NULL, F.treated.change.tmin1 = NULL, F.untreated.change.t = NULL, F.untreated.change.tmin1 = NULL, F.untreated.tmin1 = NULL, F.untreated.tmin2 = NULL, condQ.treated.t = NULL, condQ.treated.t.cf = NULL, eachIterList = NULL, inffunct = NULL, inffuncu = NULL )
qte |
The Quantile Treatment Effect at each value of probs |
ate |
The Average Treatment Effect (or Average Treatment Effect on the Treated) |
qte.se |
A vector of standard errors for each qte |
qte.lower |
A vector of lower confidence intervals for each qte (it is based on the bootstrap confidence interval – not the se – so it may not be symmyetric about the qte |
qte.upper |
A vector of upper confidence intervals for each qte (it is based on the bootstrap confidence interval – not the se – so it may not be symmetric about the qte |
ate.se |
The standard error for the ATE |
ate.lower |
Lower confidence interval for the ATE (it is based on the bootstrap confidence intervall – not the se – so it may not be symmetric about the ATE |
ate.upper |
Upper confidence interval for the ATE (it is based on the bootstrap confidence interval – not the se – so it may not be symmetric about the ATE |
c |
The critical value from a KS-type statistic used for creating uniform confidence bands |
pscore.reg |
The results of propensity score regression, if specified |
probs |
The values for which the qte is computed |
type |
Takes the values "On the Treated" or "Population" to indicate whether the estimated QTE is for the treated group or for the entire population |
F.treated.t |
Distribution of treated outcomes for the treated group at period t |
F.untreated.t |
Distribution of untreated potential outcomes for the untreated group at period t |
F.treated.t.cf |
Counterfactual distribution of untreated potential outcomes for the treated group at period t |
F.treated.tmin1 |
Distribution of treated outcomes for the treated group at period tmin1 |
F.treated.tmin2 |
Distribution of treated outcomes for the treated group at period tmin2 |
F.treated.change.tmin1 |
Distribution of the change in outcomes for the treated group between periods tmin1 and tmin2 |
F.untreated.change.t |
Distribution of the change in outcomes for the untreated group between periods t and tmin1 |
F.untreated.change.tmin1 |
Distribution of the change in outcomes for the untreated group between periods tmin1 and tmin2 |
F.untreated.tmin1 |
Distribution of outcomes for the untreated group in period tmin1 |
F.untreated.tmin2 |
Distribution of outcomes for the untreated group in period tmin2 |
condQ.treated.t |
Conditional quantiles for the treated group in period t |
condQ.treated.t.cf |
Counterfactual conditional quantiles for the treated group in period t |
eachIterList |
An optional list of the outcome of each bootstrap iteration |
inffunct |
The influence function for the treated group; used for inference when there are multiple periods and in the case with panel data. It is needed for computing covariance terms in the variance-covariance matrix. |
inffuncu |
The influence function for the untreated group |
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