Main class of objects. A QTE object is returned by
all of the methods that compute the QTE or QTET.
Usage
QTE(
qte,
ate = NULL,
qte.se = NULL,
qte.lower = NULL,
qte.upper = NULL,
ate.se = NULL,
ate.lower = NULL,
ate.upper = NULL,
c = NULL,
alp = 0.05,
pscore.reg = NULL,
probs,
type = "On the Treated",
F.treated.t = NULL,
F.untreated.t = NULL,
F.treated.t.cf = NULL,
F.treated.tmin1 = NULL,
F.treated.tmin2 = NULL,
F.treated.change.tmin1 = NULL,
F.untreated.change.t = NULL,
F.untreated.change.tmin1 = NULL,
F.untreated.tmin1 = NULL,
F.untreated.tmin2 = NULL,
condQ.treated.t = NULL,
condQ.treated.t.cf = NULL,
eachIterList = NULL,
inffunct = NULL,
inffuncu = NULL
)Arguments
- qte
The Quantile Treatment Effect at each value of probs
- ate
The Average Treatment Effect (or Average Treatment Effect on the Treated)
- qte.se
A vector of standard errors for each qte
- qte.lower
A vector of lower confidence intervals for each qte (it is based on the bootstrap confidence interval – not the se – so it may not be symmyetric about the qte
- qte.upper
A vector of upper confidence intervals for each qte (it is based on the bootstrap confidence interval – not the se – so it may not be symmetric about the qte
- ate.se
The standard error for the ATE
- ate.lower
Lower confidence interval for the ATE (it is based on the bootstrap confidence intervall – not the se – so it may not be symmetric about the ATE
- ate.upper
Upper confidence interval for the ATE (it is based on the bootstrap confidence interval – not the se – so it may not be symmetric about the ATE
- c
The critical value from a KS-type statistic used for creating uniform confidence bands
- alp
The significance level
- pscore.reg
The results of propensity score regression, if specified
- probs
The values for which the qte is computed
- type
Takes the values "On the Treated" or "Population" to indicate whether the estimated QTE is for the treated group or for the entire population
- F.treated.t
Distribution of treated outcomes for the treated group at period t
- F.untreated.t
Distribution of untreated potential outcomes for the untreated group at period t
- F.treated.t.cf
Counterfactual distribution of untreated potential outcomes for the treated group at period t
- F.treated.tmin1
Distribution of treated outcomes for the treated group at period tmin1
- F.treated.tmin2
Distribution of treated outcomes for the treated group at period tmin2
- F.treated.change.tmin1
Distribution of the change in outcomes for the treated group between periods tmin1 and tmin2
- F.untreated.change.t
Distribution of the change in outcomes for the untreated group between periods t and tmin1
- F.untreated.change.tmin1
Distribution of the change in outcomes for the untreated group between periods tmin1 and tmin2
- F.untreated.tmin1
Distribution of outcomes for the untreated group in period tmin1
- F.untreated.tmin2
Distribution of outcomes for the untreated group in period tmin2
- condQ.treated.t
Conditional quantiles for the treated group in period t
- condQ.treated.t.cf
Counterfactual conditional quantiles for the treated group in period t
- eachIterList
An optional list of the outcome of each bootstrap iteration
- inffunct
The influence function for the treated group; used for inference when there are multiple periods and in the case with panel data. It is needed for computing covariance terms in the variance-covariance matrix.
- inffuncu
The influence function for the untreated group
