Simulate data for DiD with a Continuous Treatment
Source:R/simulate_data.R
simulate_contdid_data.RdA function that simulates panel data when there is a continuous treatment.
Besides the parameters that can be passed to the function, some values are hard coded. The individual fixed effect is drawn from a normal distribution with mean equal to the group. The time effects are hard coded to be equal to the time period. The dose is drawn from a uniform distribution between 0 and 1.
Usage
simulate_contdid_data(
n = 5000,
num_time_periods = 4,
num_groups = num_time_periods,
pg = rep(1/num_groups, num_groups - 1),
pu = 1/(num_groups),
dose_linear_effect = 0,
dose_quadratic_effect = 0
)Arguments
- n
The number of cross-sectional units. Default is 5000.
- num_time_periods
The number of time periods. Default is 4.
- num_groups
The number of groups. Default is the number of time periods. In this case, the groups will consist of a never-treated group and groups that become treated in every period starting in the second period.
- pg
A vector of probabilities that a unit will be in a particular treated group. The default is equal probabilities.
- pu
The probability that a unit will be in the never-treated group. The default is that it is 1/num_groups.
- dose_linear_effect
The linear effect of the treatment. Default is 0.
- dose_quadratic_effect
The quadratic effect of the treatment. Default is 0.