setup_pte_cont {contdid} | R Documentation |
Setup for DiD with a Continuous Treatment
Description
A function that creates a pte_params object, adding several different variables that are needed when there is a continuous treatment.
Usage
setup_pte_cont(
yname,
gname,
tname,
idname,
data,
xformula = ~1,
target_parameter,
aggregation,
treatment_type,
required_pre_periods = 1,
anticipation = 0,
base_period = "varying",
cband = TRUE,
alp = 0.05,
boot_type = "multiplier",
weightsname = NULL,
gt_type = "att",
biters = 100,
cl = 1,
dname,
dvals = NULL,
degree = 1,
num_knots = 0,
...
)
Arguments
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 |
xformula |
A formula for additional covariates. This is not currently supported. |
target_parameter |
Two options are "level" and "slope". In the first case, the function will report level effects, i.e., ATT's. In the second case, the function will report slope effects, i.e., ACRT's |
aggregation |
"dose" averages across timing-groups and time periods and provides results as a function of the dose. "eventstudy" averages across timing-groups and doses and reports results as a function of the length of exposure to the treatment. "none" is a stub for reporting fully disaggregated results that can be processed as desired by the user. This is not currently supported though. The combination of the arguments |
treatment_type |
"continuous" or "discrete" depending on the nature of the treatment. Default is "continuous". "discrete" is not yet supported. |
required_pre_periods |
The number of required pre-treatment periods to implement the estimation strategy. Default is 1. |
anticipation |
how many periods before the treatment actually takes place that it can have an effect on outcomes |
base_period |
The type of base period to use. This only affects the numeric value of results in pre-treatment periods. Results in post-treatment periods are not affected by this choice. The default is "varying", where the base period will "back up" to the immediately preceding period in pre-treatment periods. The other option is "universal" where the base period is fixed in pre-treatment periods to be the period right before the treatment starts. "Universal" is commonly used in difference-in-differences applications, but can be unnatural for other identification strategies. |
cband |
whether or not to report a uniform (instead of pointwise) confidence band (default is TRUE) |
alp |
significance level; default is 0.05 |
boot_type |
which type of bootstrap to use |
weightsname |
The name of the column that contains sampling weights. The default is NULL, in which case no sampling weights are used. |
gt_type |
which type of group-time effects are computed.
The default is "att". Different estimation strategies can implement
their own choices for |
biters |
number of bootstrap iterations; default is 100 |
cl |
number of clusters to be used when bootstrapping; default is 1 |
dname |
The name of the treatment variable in the data. The functionality of
|
dvals |
an optional argument specifying which values of the
treatment to evaluate ATT(d) and/or ACRT(d). If no values are
supplied, then the default behavior is to set
|
degree |
The degree of the B-Spline used in estimation. The default is 3, which in
combination with the default choice for the |
num_knots |
The number of knots to include for the B-Spline. The default is 0 so that the spline is global (i.e., this will amount to fitting a global polynomial). There is a bias-variance tradeoff for including more or less knots. |
... |
additional arguments |
Value
pte_params
object