AGGTEobj function

AGGTEobj

AGGTEobj

Objects of this class hold results on aggregated group-time average treatment effects

An object for holding aggregated treatment effect parameters.

AGGTEobj( overall.att = NULL, overall.se = NULL, type = "simple", egt = NULL, att.egt = NULL, se.egt = NULL, crit.val.egt = NULL, inf.function = NULL, min_e = NULL, max_e = NULL, balance_e = NULL, call = NULL, DIDparams = NULL )

Arguments

  • overall.att: The estimated overall ATT
  • overall.se: Standard error for overall ATT
  • type: Which type of aggregated treatment effect parameter to compute. One option is "simple" (this just computes a weighted average of all group-time average treatment effects with weights proportional to group size). Other options are "dynamic" (this computes average effects across different lengths of exposure to the treatment and is similar to an "event study"; here the overall effect averages the effect of the treatment across all positive lengths of exposure); "group" (this is the default option and computes average treatment effects across different groups; here the overall effect averages the effect across different groups); and "calendar" (this computes average treatment effects across different time periods; here the overall effect averages the effect across each time period).
  • egt: Holds the length of exposure (for dynamic effects), the group (for selective treatment timing), or the time period (for calendar time effects)
  • att.egt: The ATT specific to egt
  • se.egt: The standard error specific to egt
  • crit.val.egt: A critical value for computing uniform confidence bands for dynamic effects, selective treatment timing, or time period effects.
  • inf.function: The influence function of the chosen aggregated parameters
  • min_e: For event studies, this is the smallest event time to compute dynamic effects for. By default, min_e = -Inf so that effects at all lengths of exposure are computed.
  • max_e: For event studies, this is the largest event time to compute dynamic effects for. By default, max_e = Inf so that effects at all lengths of exposure are computed.
  • balance_e: If set (and if one computes dynamic effects), it balances the sample with respect to event time. For example, if balance.e=2, aggte will drop groups that are not exposed to treatment for at least three periods. (the initial period when e=0 as well as the next two periods when e=1 and the e=2). This ensures that the composition of groups does not change when event time changes.
  • call: The function call to aggte
  • DIDparams: A DIDparams object

Returns

an AGGTEobj

  • Maintainer: Brantly Callaway
  • License: GPL-2
  • Last published: 2022-07-20