qdid_gt

Computes the QDiD 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

qdid_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), <code>.w</code> (sampling weights), 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, conditional 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

Quantile Difference-in-Differences: group-time estimator — qdid_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), <code>.w</code> (sampling weights), 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, conditional 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>

qdid_gt: Quantile Difference-in-Differences: group-time estimator

Description

Usage

Value

Arguments

References