Description Usage Arguments Value Note References Examples
Computes confidence intervals and pvalues in an instrumental variables
regression in which the instrument has a shiftshare structure, as in Bartik
(1991). Several different inference methods can computed, as specified by
method
.
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formula 
An object of class 
X 
Shiftshare vector with length 
data 
An optional data frame, list or environment (or object coercible
by 
W 
A matrix of sector shares, so that 
subset 
An optional vector specifying a subset of observations to be used in the fitting process. 
weights 
An optional vector of weights to be used in the fitting
process. Should be 
method 
Vector specifying which inference methods to use. The vector elements have to be one or more of the following strings:

beta0 
null that is tested (only affects reported pvalues) 
alpha 
Determines confidence level of reported confidence intervals,
which will have coverage 
region_cvar 
A vector with length 
sector_cvar 
A vector with length 
Returns an object of class "SSResults"
containing the
estimation and inference results. The print
function can be used
to print a summary of the results. The object is a list with at least the
following components:
Point estimate of the effect of interest beta
A vector of standard errors and a vector of pvalues of the null
H_0 : beta = beta0 for the inference
methods in method
, with beta0 specified by the
argument beta0
. For the method "akm0"
, the standard error
corresponds to the effective standard error (length of the confidence
interval divided by 2*stats::qnorm(1alpha/2)
)
Upper and lower endpoints of the confidence interval for
the effect of interest beta, for each of the methods in
method
subset
is evaluated in the same way as variables in
formula
, that is first in data
and then in the environment
of formula
.
Bartik, Timothy J., Who Benefits from State and Local Economic Development Policies?, Kalamazoo, MI: W.E. Upjohn Institute for Employment Research, 1991.
Adão, Rodrigo, Kolesár, Michal, and Morales, Eduardo, "ShiftShare Designs: Theory and Inference", Quarterly Journal of Economics 2019, 134 (4), 19492010.
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