bounds

Description

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

Usage

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bounds(formla, t, tmin1, tname, x = NULL, data, dropalwaystreated = TRUE,
  idname, plot = F, 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)

t

The 3rd time period in the sample (this is the name of the column)

tmin1

The 2nd time period in the sample (this is the name of the column)

tname

The name of the column containing the time periods

x

A vector of covariates (the name of the columns)

data

The name of the data.frame that contains the data

dropalwaystreated

How to handle always treated observations in panel data case (not currently used)

idname

The individual (cross-sectional unit) id name

plot

Boolean whether or not the estimated QTET should be plotted

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

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## 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)