panel_qtt_gt: Panel QTT: group-time estimator (Callaway-Li 2019)

In qte: Quantile Treatment Effects

Panel QTT: group-time estimator (Callaway-Li 2019)

Description

Computes the panel QTT and counterfactual outcome distribution for a single (g,t) cell using the three-period copula-stability estimator of Callaway and Li (2019). Serves directly as the attgt_fun argument to ptetools::pte.

Identification. Under copula stability

C(F_{Y^{\text{pre2}}|D=1},\, F_{\Delta Y^{\text{pre}}|D=1}) = C(F_{Y^{\text{pre1}}(0)|D=1},\, F_{\Delta Y^{\text{post}}(0)|D=1})

and distributional parallel trends on changes

F_{\Delta Y^{\text{post}}(0)|D=1} = F_{\Delta Y^{\text{ctrl}}}

the counterfactual outcome for each treated unit i is kcf_i = L_i + C_i, where L_i = Q_{Y^{\text{pre1}}|D=1}(u_i) is the treated pre1 quantile at rank u_i = F_{Y^{\text{pre2}}|D=1}(Y^{\text{pre2}}_i) (the Rosenblatt transform), and C_i = Q_{\Delta Y^{\text{ctrl}}}(v_i) is the control change at rank v_i = F_{\Delta Y^{\text{pre}}|D=1}(\Delta Y^{\text{pre}}_i). The goal is distributional: \{kcf_i\} is a sample from F_{Y(0)^{\text{post}}|D=1}, not individual counterfactuals.

Panel data required for both groups. Three periods for treated (pre2, pre1, post) and two for control (pre1, post).

Usage

panel_qtt_gt(gt_data, xformula = ~1, ...)

Arguments

gt_data	A gt_data_frame with columns name ("pre2", "pre1", "post"), D, Y, id, .w, and any covariate columns.
xformula	One-sided formula for covariates. Default ~1.
...	Additional arguments passed through by ptetools.

Value

A ptetools::attgt_noif object with att and, in extra_gt_returns, F0 (counterfactual ECDF), F1 (observed post ECDF), and Fte (individual-effect ECDF).

References

Callaway, Brantly and Tong Li. “Quantile Treatment Effects in Difference-in-Differences Models with Panel Data.” Quantitative Economics 10(4), pp. 1579-1618, 2019.

qte documentation built on July 23, 2026, 5:13 p.m.