cont_did_acrt

This is the main function for computing dose-specific
effects of a continuous treatment, given a particular timing group
and time period.

Provides methods for difference-in-differences with a continuous treatment and staggered treatment adoption. Includes estimation of treatment effects and causal responses as a function of the dose, event studies indexed by length of exposure to the treatment, and aggregation into overall average effects. Uniform inference procedures are included, along with both parametric and nonparametric models for treatment effects. The methods are based on Callaway, Goodman-Bacon, and Sant'Anna (2025) <doi:10.48550/arXiv.2107.02637>.

Brantly Callaway

contdid

Difference-in-Differences with a Continuous Treatment

cont_did_acrt function

<dl><dt>gt_data</dt>
<dd>data that is "local" to a particular group-time average
treatment effect</dd>
<dt>dvals</dt>
<dd>The values of the treatment at which to compute dose-specific effects.
If it is not specified, the default choice will be use the percentiles of the dose among
all ever-treated units.</dd>
<dt>degree</dt>
<dd>The degree of the B-Spline used in estimation. The default is 3, which in
combination with the default choice for the <code>num-knots</code>, leads to fitting models for
the group of treated units that only that is a cubic polynomial in the dose. Setting
<code>degree=1</code> will lead to a linear model, while setting <code>degree=2</code> will lead to a quadratic model.</dd>
<dt>knots</dt>
<dd>A vector of placements of knots for b-splines. Since this function
is typically called internally, this would typically be set by the calling
function.</dd>
<dt>...</dt>
<dd>additional arguments</dd></dl>

Arguments

Compute ACRT's for a Timing Group and Time Period — cont_did_acrt

<dl>

<dt>gt_data</dt>
<dd>data that is "local" to a particular group-time average
treatment effect</dd>


<dt>dvals</dt>
<dd>The values of the treatment at which to compute dose-specific effects.
If it is not specified, the default choice will be use the percentiles of the dose among
all ever-treated units.</dd>


<dt>degree</dt>
<dd>The degree of the B-Spline used in estimation. The default is 3, which in
combination with the default choice for the <code>num-knots</code>, leads to fitting models for
the group of treated units that only that is a cubic polynomial in the dose. Setting
<code>degree=1</code> will lead to a linear model, while setting <code>degree=2</code> will lead to a quadratic model.</dd>


<dt>knots</dt>
<dd>A vector of placements of knots for b-splines. Since this function
is typically called internally, this would typically be set by the calling
function.</dd>


<dt>...</dt>
<dd>additional arguments</dd>

</dl>

cont_did_acrt: Compute ACRT's for a Timing Group and Time Period

Description

Usage

Value

Arguments