bounds: bounds

In qte: Quantile Treatment Effects

bounds

Description

bounds estimates bounds for the Quantile Treatment Effect on the Treated (QTET) using the method of Fan and Yu (2012).

Usage

bounds(
  formla,
  xformla = NULL,
  t,
  tmin1,
  tname,
  data,
  idname,
  probs = seq(0.05, 0.95, 0.05)
)

Arguments

formla	The formula y ~ d where y is the outcome and d is the treatment indicator (d should be binary), d should be equal to one in all time periods for individuals that are eventually treated
xformla	A optional one sided formula for additional covariates that will be adjusted for. E.g ~ age + education. Additional covariates can also be passed by name using the x paramater.
t	The 3rd time period in the sample. Treated individuals should be treated in this time period and untreated individuals should not be treated. The code attempts to enforce this condition, but it is good try to handle this outside the panel.qtet method.
tmin1	The 2nd time period in the sample. This should be a pre-treatment period for all individuals in the sample.
tname	The name of the column containing the time periods
data	A data.frame containing all the variables used
idname	The individual (cross-sectional unit) id name
probs	A vector of values between 0 and 1 to compute the QTET at

Value

A BoundsObj object

References

Fan, Yanqin and Zhengfei Yu. “Partial Identification of Distributional and Quantile Treatment Effects in Difference-in-Differences Models.” Economics Letters 115.3, pp.511-515, 2012.

Examples

## load the data
data(lalonde)

## Run the bounds method with no covariates
b1 <- bounds(re ~ treat, t=1978, tmin1=1975, data=lalonde.psid.panel,
  idname="id", tname="year")
summary(b1)

qte documentation built on Sept. 1, 2022, 5:05 p.m.