Examplehighdimdiffindiff: An example to implement Dr-did estimator

In psdsam/HDdiffindiff: High Dimensional Doubly Robust Diff-in-Diff Estimator

An example to implement Dr-did estimator

Description

An example to implement Dr-did estimator

Usage

Examplehighdimdiffindiff(p = 50, q = 8, n0 = 500, method = "Pol", rho.X = 0.5)

Arguments

p	dimension of the linear specification
q	parameter for the nonparametric specification
n0	number of sample size
method	basis function in nonparametric specification: (default) Pol: Polynomial basis with parameter q/2 as the degree of polynomial; Tri: Trigonometric polynomials with parameter q/2 as the degree of polynomial;
rho.X	parameter to construct the correlation matrix for the high dimensional covariates

psdsam/HDdiffindiff documentation built on June 23, 2022, 4:44 a.m.