panel_qtt_long_agg

Custom <code>aggte_fun</code> for <code>ptetools::pte</code> that
handles the two-step weight renormalization needed when
<code>pre_copula = "long"</code>: some (g,t) cells are structurally
uncomputable (their pre2 does not exist in the data), and those cells
must be excluded from aggregation with proper weight redistribution.
Two-step weights (overall):<ol>
<li>Identify surviving groups (those with at least one valid
post-treatment cell); renormalize \(p_g\) among those groups only.</li>
<li>Within each surviving group, assign equal weight
\(p_g / |\text{valid cells for } g|\) to each valid post-treatment
cell.</li>
</ol>Dynamic (event-study) weights: for each event time e, renormalize
\(p_g\) among groups where (g, g+e) is valid.
Error behaviour: if a structurally valid cell returns <code>NA</code>
att, the function errors immediately — such NAs indicate a bug in
<code>panel_qtt_gt</code>, not a structural limitation.

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

panel_qtt_long_agg function

<dl><dt>attgt.list</dt>
<dd>List of per-cell attgt results from <code>compute.pte</code>.</dd>
<dt>ptep</dt>
<dd>ptetools parameter environment.</dd>
<dt>extra_gt_returns</dt>
<dd>List of per-cell extra returns (F0, F1, Fte ECDFs).</dd></dl>

Arguments

Custom <code>aggte_fun</code> for <code>ptetools::pte</code> that
handles the two-step weight renormalization needed when
<code>pre_copula = "long"</code>: some (g,t) cells are structurally
uncomputable (their pre2 does not exist in the data), and those cells
must be excluded from aggregation with proper weight redistribution.
Two-step weights (overall):<ol>
<li>Identify surviving groups (those with at least one valid
post-treatment cell); renormalize \(p_g\) among those groups only.</li>
<li>Within each surviving group, assign equal weight
\(p_g / |\text{valid cells for } g|\) to each valid post-treatment
cell.</li>
</ol>

Dynamic (event-study) weights: for each event time e, renormalize
\(p_g\) among groups where (g, g+e) is valid.
Error behaviour: if a structurally valid cell returns <code>NA</code>
att, the function errors immediately — such NAs indicate a bug in
<code>panel_qtt_gt</code>, not a structural limitation.

QTT Aggregation for pre_copula = "long" — panel_qtt_long_agg

<dl>

<dt>attgt.list</dt>
<dd>List of per-cell attgt results from <code>compute.pte</code>.</dd>


<dt>ptep</dt>
<dd>ptetools parameter environment.</dd>


<dt>extra_gt_returns</dt>
<dd>List of per-cell extra returns (F0, F1, Fte ECDFs).</dd>

</dl>

panel_qtt_long_agg: QTT Aggregation for pre_copula = "long"

Description

Usage

Value

Arguments