cic_gt

Computes the Change in Changes (CiC) ATT and counterfactual
outcome distribution for a single 2x2 (pre/post x treated/control) data
subset. Serves directly as the <code>attgt_fun</code> argument to
<code>ptetools::pte</code>. Panel vs. repeated cross sections is detected
automatically from whether the same unit ids appear in both periods.

Provides several methods for computing the Quantile Treatment
Effect (QTE) and Quantile Treatment Effect on the Treated (QTT). The main
cases covered are (i) treatment is randomly assigned, (ii) treatment is as
good as randomly assigned after conditioning on covariates (selection on
observables) using the methods of Firpo (2007)
<doi:10.1111/j.1468-0262.2007.00738.x>, and (iii) identification is based
on a Difference in Differences assumption, with support for several
varieties including Athey and Imbens (2006)
<doi:10.1111/j.1468-0262.2006.00668.x>, Callaway and Li (2019)
<doi:10.3982/QE935>, and Callaway, Li, and Oka (2018)
<doi:10.1016/j.jeconom.2018.06.008>. Version 2.0 adds a unified staggered
treatment adoption API (built on 'ptetools') for all DiD-based estimators,
as well as a new lagged-outcome unconfoundedness estimator ('lou_qtt').

Brantly Callaway

Quantile Treatment Effects

cic_gt function

<dl><dt>gt_data</dt>
<dd>A data frame (typically a <code>gt_data_frame</code> from
<code>ptetools</code>) with columns <code>name</code> (<code>"pre"</code> or
<code>"post"</code>), <code>D</code> (treatment dummy), <code>Y</code> (outcome), <code>id</code>
(unit identifier), and any covariate columns referenced by
<code>xformula</code>.</dd>
<dt>xformula</dt>
<dd>One-sided formula for covariates. Default <code>~1</code> uses no
covariates. With covariates, covariate-conditioned quantile regressions
are used following Athey and Imbens (2006).</dd>
<dt>...</dt>
<dd>Additional arguments passed through by <code>ptetools</code>; not used
directly.</dd></dl>

Arguments

Change in Changes: group-time estimator — cic_gt

<dl>

<dt>gt_data</dt>
<dd>A data frame (typically a <code>gt_data_frame</code> from
<code>ptetools</code>) with columns <code>name</code> (<code>"pre"</code> or
<code>"post"</code>), <code>D</code> (treatment dummy), <code>Y</code> (outcome), <code>id</code>
(unit identifier), and any covariate columns referenced by
<code>xformula</code>.</dd>


<dt>xformula</dt>
<dd>One-sided formula for covariates. Default <code>~1</code> uses no
covariates. With covariates, covariate-conditioned quantile regressions
are used following Athey and Imbens (2006).</dd>


<dt>...</dt>
<dd>Additional arguments passed through by <code>ptetools</code>; not used
directly.</dd>

</dl>

cic_gt: Change in Changes: group-time estimator

Description

Usage

Value

Arguments

References