Skip to contents

Multi-period objects that hold results for group-time average treatment effects

Usage

MP(
  group,
  t,
  att,
  V_analytical,
  se,
  c,
  inffunc,
  n = NULL,
  W = NULL,
  Wpval = NULL,
  aggte = NULL,
  alp = 0.05,
  DIDparams = NULL
)

Arguments

group

which group (defined by period first treated) an group-time average treatment effect is for

t

which time period a group-time average treatment effect is for

att

the group-average treatment effect for group group and time period t

V_analytical

Analytical estimator for the asymptotic variance-covariance matrix for group-time average treatment effects

se

standard errors for group-time average treatment effects. If bootstrap is set to TRUE, this provides bootstrap-based se.

c

simultaneous critical value if one is obtaining simultaneous confidence bands. Otherwise it reports the critical value based on pointwise normal approximation.

inffunc

the influence function for estimating group-time average treatment effects: one column per ATT(g,t) and one row per cross-sectional unit (one row per observation with repeated cross sections). The rownames hold the unit ids and are the authoritative link between rows and units – the row order differs across faster_mode = TRUE (internal (period, cohort, id) ordering) and faster_mode = FALSE (id-sorted), so align rows by rowname, never by position.

n

the number of unique cross-sectional units (unique values of idname)

W

the Wald statistic for pre-testing the common trends assumption

Wpval

the p-value of the Wald statistic for pre-testing the common trends assumption

aggte

an aggregate treatment effects object

alp

the significance level, default is 0.05

DIDparams

a DIDparams object. A way to optionally return the parameters of the call to att_gt() or conditional_did_pretest().

Value

MP object