Change in Changes: group-time estimator

Computes the Change in Changes (CiC) ATT and counterfactual outcome distribution for a single 2x2 (pre/post x treated/control) data subset. Serves directly as the attgt_fun argument to ptetools::pte. Panel vs. repeated cross sections is detected automatically from whether the same unit ids appear in both periods.

Usage

cic_gt(gt_data, xformula = ~1, ...)

Arguments

gt_data

A data frame (typically a gt_data_frame from ptetools) with columns name ("pre" or "post"), D (treatment dummy), Y (outcome), id (unit identifier), and any covariate columns referenced by xformula.

xformula

One-sided formula for covariates. Default ~1 uses no covariates. With covariates, covariate-conditioned quantile regressions are used following Athey and Imbens (2006).

...

Additional arguments passed through by ptetools; not used directly.

Value

A ptetools::attgt_noif object with the ATT estimate and, in extra_gt_returns, three objects: F1 (ECDF of observed treated outcomes in the post period), F0 (ECDF of counterfactual untreated outcomes for the treated group), and Fte (ECDF of individual treatment effects under rank invariance; NULL for repeated cross sections).

References

Athey, Susan and Guido Imbens. “Identification and Inference in Nonlinear Difference-in-Differences Models.” Econometrica 74(2), pp. 431-497, 2006.