A function to compute the extra term that shows up in the
influence function for aggregated treatment effect parameters
due to estimating the weights

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

wif function

<dl><dt>keepers</dt>
<dd>a vector of indices for which group-time average
treatment effects are used to compute a particular aggregated parameter</dd>
<dt>pg</dt>
<dd>a vector with same length as total number of group-time average
treatment effects that contains the probability of being in particular group</dd>
<dt>weights.ind</dt>
<dd>additional sampling weights (nx1)</dd>
<dt>G</dt>
<dd>vector containing which group a unit belongs to (nx1)</dd>
<dt>group</dt>
<dd>vector of groups</dd></dl>

Arguments

Compute extra term in influence function due to estimating weights — wif

<dl>

<dt>keepers</dt>
<dd>a vector of indices for which group-time average
treatment effects are used to compute a particular aggregated parameter</dd>


<dt>pg</dt>
<dd>a vector with same length as total number of group-time average
treatment effects that contains the probability of being in particular group</dd>


<dt>weights.ind</dt>
<dd>additional sampling weights (nx1)</dd>


<dt>G</dt>
<dd>vector containing which group a unit belongs to (nx1)</dd>


<dt>group</dt>
<dd>vector of groups</dd>

</dl>

wif: Compute extra term in influence function due to estimating weights

Description

Usage

Value

Arguments