test.mboot

A slightly modified multiplier bootstrap procedure
for the pre-test of the conditional parallel trends assumption

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

test.mboot function

<dl><dt>inf.func</dt>
<dd>an influence function</dd>
<dt>DIDparams</dt>
<dd>DIDparams object</dd>
<dt>cores</dt>
<dd>Unused; retained for backward compatibility. The
multiplier bootstrap is computed with vectorized matrix operations
in a single process, so this argument has no effect here. In
<code>conditional_did_pretest</code>, <code>cores</code> parallelizes only
Step 1 (computing the test statistic).</dd></dl>

Arguments

Multiplier Bootstrap for Conditional Moment Test — test.mboot

<dl>

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


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


<dt>cores</dt>
<dd>Unused; retained for backward compatibility. The
multiplier bootstrap is computed with vectorized matrix operations
in a single process, so this argument has no effect here. In
<code>conditional_did_pretest</code>, <code>cores</code> parallelizes only
Step 1 (computing the test statistic).</dd>

</dl>

test.mboot: Multiplier Bootstrap for Conditional Moment Test

Description

Usage

Value

Arguments