computeDiffSE

Takes two sets of initial estimates and bootstrap
estimations
(they need to have the same number of iterations) and determines
whether or not the estimates are statistically different from each
other. It can be used to compare any sets of estimates, but it is
particularly used here to compare estimates from observational methods
with observations from the experimental data (which also have standard
errors because, even though the estimates are cleanly identified, they
are still estimated).

Provides several methods for computing the Quantile Treatment Effect (QTE) and Quantile Treatment Effect on the Treated (QTT). The main cases covered are (i) Treatment is randomly assigned, (ii) Treatment is as good as randomly assigned after conditioning on some covariates (also called conditional independence or selection on observables) using the methods developed in Firpo (2007) <doi:10.1111/j.1468-0262.2007.00738.x>, (iii) Identification is based on a Difference in Differences assumption (several varieties are available in the package e.g. Athey and Imbens (2006) <doi:10.1111/j.1468-0262.2006.00668.x> Callaway and Li (2019) <doi:10.3982/QE935>, Callaway, Li, and Oka (2018) <doi:10.1016/j.jeconom.2018.06.008>).

Brantly Callaway

Quantile Treatment Effects

computeDiffSE function

<dl><dt>est1</dt>
<dd>A QTE object containing the first set of estimates</dd>
<dt>bootIters1</dt>
<dd>A List of QTE objects that have been bootstrapped</dd>
<dt>est2</dt>
<dd>A QTE object containing a second set of estimates</dd>
<dt>bootIters2</dt>
<dd>A List of QTE objects that have been bootstrapped
using the second method</dd>
<dt>alp</dt>
<dd>The significance level used for constructing bootstrap
confidence intervals</dd></dl>

Arguments

computeDiffSE — computeDiffSE

<dl>

<dt>est1</dt>
<dd>A QTE object containing the first set of estimates</dd>


<dt>bootIters1</dt>
<dd>A List of QTE objects that have been bootstrapped</dd>


<dt>est2</dt>
<dd>A QTE object containing a second set of estimates</dd>


<dt>bootIters2</dt>
<dd>A List of QTE objects that have been bootstrapped
using the second method</dd>


<dt>alp</dt>
<dd>The significance level used for constructing bootstrap
confidence intervals</dd>

</dl>

computeDiffSE: computeDiffSE

Description

Usage

Arguments