ddid2

Deprecated. Use <code>ddid</code> instead.
<code>ddid2</code> is a legacy two-period wrapper for the Distributional
Difference-in-Differences estimator. The modern replacement
<code>ddid</code> uses a <code>yname</code>/<code>gname</code>/<code>tname</code>
interface and supports staggered treatment adoption natively.

internal

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

ddid2 function

<dl><dt>formla</dt>
<dd>formula of the form <code>y ~ treat</code>.</dd>
<dt>xformla</dt>
<dd>optional one-sided covariate formula.</dd>
<dt>t</dt>
<dd>post-treatment period.</dd>
<dt>tmin1</dt>
<dd>pre-treatment period.</dd>
<dt>tname</dt>
<dd>name of the time column.</dd>
<dt>data</dt>
<dd>data.frame.</dd>
<dt>panel</dt>
<dd>logical; whether data are panel (must be <code>TRUE</code>).</dd>
<dt>dropalwaystreated</dt>
<dd>logical; whether to drop always-treated units.</dd>
<dt>idname</dt>
<dd>name of the unit id column.</dd>
<dt>probs</dt>
<dd>quantile grid.</dd>
<dt>iters</dt>
<dd>bootstrap iterations.</dd>
<dt>alp</dt>
<dd>significance level.</dd>
<dt>method</dt>
<dd>propensity score estimation method (<code>"logit"</code>).</dd>
<dt>se</dt>
<dd>logical; whether to compute bootstrap SEs.</dd>
<dt>retEachIter</dt>
<dd>logical; return per-iteration results.</dd>
<dt>seedvec</dt>
<dd>optional vector of seeds for reproducible bootstrap.</dd>
<dt>pl</dt>
<dd>logical; parallel bootstrap.</dd>
<dt>cores</dt>
<dd>number of cores.</dd>
<dt>biters</dt>
<dd>alias for <code>iters</code>; takes precedence if supplied.</dd>
<dt>cl</dt>
<dd>alias for <code>cores</code>; takes precedence if supplied.</dd></dl>

Arguments

ddid2 — ddid2

<dl>

<dt>formla</dt>
<dd>formula of the form <code>y ~ treat</code>.</dd>


<dt>xformla</dt>
<dd>optional one-sided covariate formula.</dd>


<dt>t</dt>
<dd>post-treatment period.</dd>


<dt>tmin1</dt>
<dd>pre-treatment period.</dd>


<dt>tname</dt>
<dd>name of the time column.</dd>


<dt>data</dt>
<dd>data.frame.</dd>


<dt>panel</dt>
<dd>logical; whether data are panel (must be <code>TRUE</code>).</dd>


<dt>dropalwaystreated</dt>
<dd>logical; whether to drop always-treated units.</dd>


<dt>idname</dt>
<dd>name of the unit id column.</dd>


<dt>probs</dt>
<dd>quantile grid.</dd>


<dt>iters</dt>
<dd>bootstrap iterations.</dd>


<dt>alp</dt>
<dd>significance level.</dd>


<dt>method</dt>
<dd>propensity score estimation method (<code>"logit"</code>).</dd>


<dt>se</dt>
<dd>logical; whether to compute bootstrap SEs.</dd>


<dt>retEachIter</dt>
<dd>logical; return per-iteration results.</dd>


<dt>seedvec</dt>
<dd>optional vector of seeds for reproducible bootstrap.</dd>


<dt>pl</dt>
<dd>logical; parallel bootstrap.</dd>


<dt>cores</dt>
<dd>number of cores.</dd>


<dt>biters</dt>
<dd>alias for <code>iters</code>; takes precedence if supplied.</dd>


<dt>cl</dt>
<dd>alias for <code>cores</code>; takes precedence if supplied.</dd>

</dl>

ddid2: ddid2

Description

Usage

Value

Arguments

See Also