get_agg_inf_func

Get an influence function for particular aggregate parameters
This is a generic internal function for combining influence
functions across ATT(g,t)'s to return an influence function for
various aggregated treatment effect parameters.

internal

The standard Difference-in-Differences (DID) setup involves two periods and two groups -- a treated group and untreated group. Many applications of DID methods involve more than two periods and have individuals that are treated at different points in time. This package contains tools for computing average treatment effect parameters in Difference in Differences setups with more than two periods and with variation in treatment timing using the methods developed in Callaway and Sant'Anna (2021) <doi:10.1016/j.jeconom.2020.12.001>. The main parameters are group-time average treatment effects which are the average treatment effect for a particular group at a a particular time. These can be aggregated into a fewer number of treatment effect parameters, and the package deals with the cases where there is selective treatment timing, dynamic treatment effects, calendar time effects, or combinations of these. There are also functions for testing the Difference in Differences assumption, and plotting group-time average treatment effects.

Brantly Callaway

Treatment Effects with Multiple Periods and Groups

Pedro H. C. Sant'Anna

get_agg_inf_func function

<dl><dt>att</dt>
<dd>vector of group-time average treatment effects</dd>
<dt>inffunc1</dt>
<dd>influence function for all group-time average treatment effects
(matrix)</dd>
<dt>whichones</dt>
<dd>which elements of att will be used to compute the aggregated
treatment effect parameter</dd>
<dt>weights.agg</dt>
<dd>the weights to apply to each element of att(whichones);
should have the same dimension as att(whichones)</dd>
<dt>wif</dt>
<dd>extra influence function term coming from estimating the weights;
should be n x k matrix where k is dimension of whichones</dd></dl>

Arguments

Get an influence function for particular aggregate parameters — get_agg_inf_func

<dl>

<dt>att</dt>
<dd>vector of group-time average treatment effects</dd>


<dt>inffunc1</dt>
<dd>influence function for all group-time average treatment effects
(matrix)</dd>


<dt>whichones</dt>
<dd>which elements of att will be used to compute the aggregated
treatment effect parameter</dd>


<dt>weights.agg</dt>
<dd>the weights to apply to each element of att(whichones);
should have the same dimension as att(whichones)</dd>


<dt>wif</dt>
<dd>extra influence function term coming from estimating the weights;
should be n x k matrix where k is dimension of whichones</dd>

</dl>

get_agg_inf_func: Get an influence function for particular aggregate parameters

Description

Usage

Value

Arguments