mboot

A function to take an influence function and use the
multiplier bootstrap to compute standard errors and critical values for
uniform confidence bands.

The standard Difference-in-Differences (DID) setup involves two periods and two groups -- a treated group and untreated group. Many applications of DID methods involve more than two periods and have individuals that are treated at different points in time. This package contains tools for computing average treatment effect parameters in Difference in Differences setups with more than two periods and with variation in treatment timing using the methods developed in Callaway and Sant'Anna (2021) <doi:10.1016/j.jeconom.2020.12.001>. The main parameters are group-time average treatment effects which are the average treatment effect for a particular group at a particular time. These can be aggregated into a fewer number of treatment effect parameters, and the package deals with the cases where there is selective treatment timing, dynamic treatment effects, calendar time effects, or combinations of these. There are also functions for testing the Difference in Differences assumption, and plotting group-time average treatment effects.

Brantly Callaway

Treatment Effects with Multiple Periods and Groups

Pedro H. C. Sant'Anna

mboot function

<dl><dt>inf.func</dt>
<dd>an influence function</dd>
<dt>DIDparams</dt>
<dd>DIDparams object</dd>
<dt>pl</dt>
<dd>whether or not to use parallel processing in the multiplier
bootstrap, default=FALSE</dd>
<dt>cores</dt>
<dd>the number of cores to use with parallel processing,
default=1</dd>
<dt>return_V</dt>
<dd>whether to compute and return the bootstrap variance
matrix <code>V</code>. Default is <code>TRUE</code>. Internal callers that only consume
<code>bres</code>, <code>se</code>, or <code>crit.val</code> set this to <code>FALSE</code> to skip the computation
(it is the only O(biters x k^2) step in the function).</dd></dl>

Arguments

Multiplier Bootstrap — mboot

<dl>

<dt>inf.func</dt>
<dd>an influence function</dd>


<dt>DIDparams</dt>
<dd>DIDparams object</dd>


<dt>pl</dt>
<dd>whether or not to use parallel processing in the multiplier
bootstrap, default=FALSE</dd>


<dt>cores</dt>
<dd>the number of cores to use with parallel processing,
default=1</dd>


<dt>return_V</dt>
<dd>whether to compute and return the bootstrap variance
matrix <code>V</code>. Default is <code>TRUE</code>. Internal callers that only consume
<code>bres</code>, <code>se</code>, or <code>crit.val</code> set this to <code>FALSE</code> to skip the computation
(it is the only O(biters x k^2) step in the function).</dd>

</dl>

mboot: Multiplier Bootstrap

Description

Usage

Value

Arguments