its_llm_placebo: Placebo Estimates via Local Linear Regression with...
In sumtxt/itstools:

Description Usage Arguments Details Value See Also Examples

its_llm estimates placebo intercept shift of a time series permuting the cut-point.

1 2	its_llm_placebo(df, rvar, outcome, trend = "none", bw, donut = 0, nsim = 200)

`df`	(required) `data.frame` containing all variables
`rvar`	(required) the name of the running variable in `df`
`outcome`	(required) the name of the outcome variable in `df`
`trend`	include a linear term ('lin'), a quadratic term ('quad') or no trend at all ('none')?
`bw`	either a scalar or a vector of length 2 defining the bandwidth to the left (right) of the cut-point on the scale of `rvar`
`donut`	either a scalar or a vector of length 2 defining the length of the period to the left (right) of the cut-point for which the data are dropped (on the scale of `rvar`).
`nsim`	if the number of potential placebo estimates is larger than `nsim`, only a random sample of `nsim` estimates is formed.

Permutes the cut-point of a time series within the data points that are observed before the cut-point. The resulting distribution can be thought of as a distribution of typical shifts in the time series conditional on a selected local linear regression specification and might used as a reference distribution to make inferences about the actual estimate at the cut-point.

The function only forms placebo estimates for values of the running variable that are sufficiently enough away from the left boundary of the time series (min(rvar)+bwL) and the cut-point (0-bwR-donut) such that a local linear regression with the specified bandwidth can be estimated. Use its_plot_samples to visualize the implied interval from which placebo estimates are formed.

numeric vector of placebo estimates.

its_plot_samples, its_llm.

## Not run: 

  N <- 21
  time <- seq(-1,1,length.out=N)
  treat <- as.numeric(time >= 0)
  y <- 1 + time + treat*1 + rnorm(N,0,0.25)
  df <- data.frame(y=y, time=time)
  its_llm_placebo(df, rvar="time", outcome="y", bw=0.25)


## End(Not run)