eventstudyr (version 1.1.4)

TestLinear: Perform Tests of Linear Hypotheses

Description

TestLinear tests linear restrictions on coefficients.

Usage

TestLinear(
  estimates,
  test = NA,
  test_name = "User Test",
  pretrends = TRUE,
  leveling_off = TRUE
)

Value

A data frame containing the F-statistic and p-value for the specified test(s).

Arguments

estimates

A list of length 2 containing estimation results and model information. Should be an output of EventStudy().

test

The hypothesis to be estimated. Accepts inputs that can be passed to hypothesis.matrix argument in car::linearHypothesis().

test_name

Name for test input by user. Defaults to "User Test."

pretrends

If TRUE, uses pre and overidpre from estimates to test for pre-trends. Defaults to TRUE.

leveling_off

If TRUE, uses post and overidpost from estimates to test for leveling-off. Defaults to TRUE.

Examples

estimates <- EventStudy(estimator = "OLS", data = example_data, outcomevar = "y_base",
                        policyvar = "z", idvar = "id", timevar = "t",
                        controls = "x_r", FE = TRUE, TFE = TRUE,
                        post = 3, pre = 2, overidpre = 4, overidpost = 5,
                        normalize = - 3, cluster = TRUE, anticipation_effects_normalization = TRUE)

TestLinear(
    estimates,
    test = "z_fd_lag1 = z_fd",
    test_name = "Hypothesis Test",
    pretrends = TRUE,
    leveling_off = TRUE
   )