csa.bounds: csa.bounds

In bcallaway11/csabounds: Bounds on Distributional Treatment Effect Parameters

csa.bounds

Description

The main function of the csabounds package. It computes bounds on the distribution of the treatment effect when panel data is available and under the Copula Stability Assumption. The function can also compute tighter bounds when other covariates are available.

Usage

csa.bounds(
  formla,
  t,
  tmin1,
  tmin2,
  tname,
  idname,
  data,
  delt.seq,
  y.seq = NULL,
  Y0tmethod,
  h = NULL,
  xformla = ~1,
  firststep = c("dr", "qr", "ll"),
  se = FALSE,
  bootiters = 100,
  cl = 1,
  alp = 0.05,
  ...
)

Arguments

formla	A formula of the form: outcome ~ treatment
t	the value for the third time period
tmin1	the value of the second time period
tmin2	the value of the first time period
tname	the name of the variable in data that contains the time period
idname	the name of the variable in data that contains the id variable
data	the name of the data.frame. It should be in "long" format rather than "wide" format.
delt.seq	a vector of values to compute the distribution of the treatment effect for
y.seq	a vectof of values to compute first-step distributions over (this is currently not used as it is computed internally)
Y0tmethod	the name of a function to estimate the distribution of Y0t in a first step; for example qte::panel.qtet, qte::ddid2, or qte::CiC
h	optional bandwidth when using local linear regression
xformla	a formula for which covariates to use
firststep	whether to use distribution regression ("dr"), quantile regression ("qr"), or local linear distribution regression ("ll") for the first step estimation of condtional distributions
se	whether or not to compute standard errors (if TRUE, they are computed using the bootstrap
bootiters	if computing standard errors using the bootstrap, how many bootstrap iterations to use
cl	if computing standard errors using the bootstrap, how many cores to use in parallel computation (default is 1)
alp	significance level for confidence intervals
...	whatever extra arguments need to be passed to Y0tmethod

bcallaway11/csabounds documentation built on July 27, 2022, 5:17 p.m.