ife_attgt: ife_attgt

In bcallaway11/ife: Treatment Effects in Interactive Fixed Effects Models

ife_attgt

Description

Computes estimates of ATT(g,t), overall ATT, and dynamic effects under interactive fixed effects model for untreated potential outcomes using the approach in Callaway and Karami (2021)

Usage

ife_attgt(
  gt_data,
  nife = 1,
  xformla = ~1,
  zformla,
  anticipation = 0,
  ret_ife_regs = FALSE,
  ...
)

Arguments

gt_data	data frame that is local to the specific groups and times for which we'll be computing a treatment efect estimate.
nife	The number of interactive fixed effects. Default is 1.
xformla	Formula for which covariates to include in the model. Default is ~1.
zformla	Formula for moment conditions to identify interactive fixed effects parameters. This must include at least nife additional covariates relative to xformla.
anticipation	Number of periods that treatment is anticipated. Default is 0. This is in “periods”; e.g., code will work in time periods are equally spaced but 2 years apart. In this case, to allow for treatment anticipation of 2 year (<=> 1 period), set anticipation = 1.
ret_ife_regs	Whether or not to return the first stage ife regressions; default is FALSE.
...	extra arguments

Value

ptetools::attgt_if object

bcallaway11/ife documentation built on March 1, 2025, 6:56 a.m.