MSCMT (version 1.4.0)

pvalue: P-values for placebo studies

Description

pvalue calculates p-values for placebo studies.

Usage

pvalue(
  x,
  what,
  range.pre,
  range.post,
  alternative = c("two.sided", "less", "greater"),
  exclude.ratio = Inf,
  ratio.type = c("rmspe", "mspe")
)

Value

A time series containing the p-values for the post-treatment periods.

Arguments

x

An object of class "mscmt", usually obtained as the result of a call to function mscmt.

what

A character vector. Name of the variable to be considered. If missing, the (first) dependent variable will be used.

range.pre

A vector of length 2 defining the range of the pre-treatment period with start and end time given as

• annual dates, if the format of start/end time is "dddd", e.g. "2016",

• quarterly dates, if the format of start/end time is "ddddQd", e.g. "2016Q1",

• monthly dates, if the format of start/end time is "dddd?dd" with "?" different from "W" (see below), e.g. "2016/03" or "2016-10",

• weekly dates, if the format of start/end time is "ddddWdd", e.g. "2016W23",

• daily dates, if the format of start/end time is "dddd-dd-dd", e.g. "2016-08-18",

corresponding to the format of the respective column of the times.dep argument of mscmt. If missing, the corresponding column of times.dep will be used.

range.post

A vector of length 2 defining the range of the post-treatment period with start and end time given as

• annual dates, if the format of start/end time is "dddd", e.g. "2016",

• quarterly dates, if the format of start/end time is "ddddQd", e.g. "2016Q1",

• monthly dates, if the format of start/end time is "dddd?dd" with "?" different from "W" (see below), e.g. "2016/03" or "2016-10",

• weekly dates, if the format of start/end time is "ddddWdd", e.g. "2016W23",

• daily dates, if the format of start/end time is "dddd-dd-dd", e.g. "2016-08-18",

corresponding to the format of the respective column of the times.dep argument of mscmt. Will be guessed if missing.

alternative

A character string giving the alternative of the test. Either "two.sided" (default), "less", or "greater".

exclude.ratio

A numerical scalar (default: Inf). Control units with a pre-treatment-(r)mspe of more than exclude.ratio times the pre-treatment-(r)mspe of the treated unit are excluded from the calculations of the p-value.

ratio.type

A character string. Either rmspe (default) or mspe. Selects whether root mean squared errors or mean squared errors are calculated.

Details

pvalue calculates p-values for placebo studies based on Synthetic Control Methods.

Examples

if (FALSE) {
## for an example, see the main package vignette:
 vignette("WorkingWithMSCMT",package="MSCMT")
}