fonction_simu_attrition {cdid} | R Documentation |
Simulate Unbalanced Panel Data
Description
This function generates a simulated dataset with treatment assignment, individual-level heterogeneity, and time-varying effects. It incorporates attrition based on individual characteristics and time periods. For more details on the methodology, see: Bellego, Benatia, and Dortet-Bernadet (2024), "The Chained Difference-in-Differences", Journal of Econometrics, https://doi.org/10.1016/j.jeconom.2023.11.002.
Usage
fonction_simu_attrition(
N,
TT,
theta2_alpha_Gg,
lambda1_alpha_St,
sigma_alpha,
sigma_epsilon,
tprob
)
Arguments
N |
Number of units |
TT |
Number of periods |
theta2_alpha_Gg |
Coefficient for interaction between individual heterogeneity and time in the propensity score. |
lambda1_alpha_St |
Coefficient for individual heterogeneity in the propensity score. |
sigma_alpha |
Standard deviation of individual heterogeneity (alpha). |
sigma_epsilon |
Standard deviation of the error term (epsilon). |
tprob |
Probability target to get approximately NTTtprob observations |
Value
A data frame containing simulated data.
Examples
data_sim <- fonction_simu_attrition(N=150,TT=9,theta2_alpha_Gg = 0.01,
lambda1_alpha_St = 0.5, sigma_alpha = 2, sigma_epsilon = 0.5, tprob=0.5)