sim function

sim

sim

An internal function that builds simulated data, computes ATT(g,t)'s and some aggregations. It is useful for testing the inference procedures in the did function.

sim( sp_list, ret = NULL, bstrap = TRUE, cband = TRUE, control_group = "nevertreated", xformla = ~X, est_method = "dr", clustervars = NULL, panel = TRUE )

Arguments

  • sp_list: A list of simulation parameters. See reset.sim to generate some default values for parameters

  • ret: which type of results to return. The options are Wpval (returns 1 if the p-value from a Wald test that all pre-treatment ATT(g,t)'s are equal is less than .05), cband (returns 1 if a uniform confidence band covers 0 for groups and times), simple (returns 1 if, using the simple treatment effect aggregation results in rejecting that this aggregated treatment effect parameter is equal to 0), dynamic (returns 1 if the uniform confidence band from the dynamic treatment effect aggregation covers 0 in all pre- and post-treatment periods). The default value is NULL, and in this case the function will just return the results from the call to att_gt.

  • bstrap: whether or not to use the bootstrap to conduct inference (default is TRUE)

  • cband: whether or not to compute uniform confidence bands in the call to att_gt

    (the default is TRUE)

  • control_group: Whether to use the "nevertreated" comparison group (the default) or the "notyettreated" as the comparison group

  • xformla: Formula for covariates in att_gt (default is ~X)

  • est_method: Which estimation method to use in att_gt (default is "dr")

  • clustervars: Any additional variables which should be clustered on

  • panel: whether to simulate panel data (the default) or otherwise repeated cross sections data

Returns

When ret=NULL, returns the results of the call to att_gt, otherwise returns 1 if the specified test rejects or 0 if not.

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