cic2 | R Documentation |
This is a multi-period implementation of the change-in-changes approach from Athey and Imbens (2006, Econometrica). This function is in a beta release and users should use caution when using this function in emprical work.
The function builds on the pte
package and will return an overall
treatment effect parameter as well as an event study. See, in particular,
the argument ret_quantile
below.
cic2(
yname,
gname,
tname,
idname,
data,
xformla = ~1,
ret_quantile = NULL,
gt_type = "att",
anticipation = 0,
cband = TRUE,
alp = 0.05,
boot_type = "empirical",
biters = 100,
cl = 1
)
yname |
Name of outcome in |
gname |
Name of group in |
tname |
Name of time period in |
idname |
Name of id in |
data |
balanced panel data |
ret_quantile |
This parameter determines which quantile will be reported
by the cic2 function. By default |
alp |
significance level; default is 0.05 |
boot_type |
should be one of "multiplier" (the default) or "empirical".
The multiplier bootstrap is generally much faster, but |
biters |
number of bootstrap iterations; default is 100 |
cl |
number of clusters to be used when bootstrapping; default is 1 |
ret_dist |
If set to be true, the function returns the observed
distribution of outcomes and counterfactual distribution of outcomes
for each (g,t) through the |
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