compute_se_agg

Function to take an nx1 influence function and return
a standard error

internal

Implements triple-difference (DDD) estimators for both average
treatment effects and event-study parameters. Methods include regression
adjustment, inverse-probability weighting, and doubly-robust estimators,
all of which rely on a conditional DDD parallel-trends assumption and
allow covariate adjustment across multiple pre- and post-treatment
periods. The methodology is detailed in Ortiz-Villavicencio and
Sant'Anna (2025) <doi:10.48550/arXiv.2505.09942>.

Marcelo Ortiz-Villavicencio

triplediff

Triple-Difference Estimators

compute_se_agg function

<dl><dt>influence_function</dt>
<dd>An influence function</dd>
<dt>boot</dt>
<dd>a boolean indicating whether bootstrapping was performed</dd>
<dt>boot_std_errors</dt>
<dd>a vector of bootstrapped standard errors</dd></dl>

Arguments

Take influence function and compute standard errors — compute_se_agg

<dl>

<dt>influence_function</dt>
<dd>An influence function</dd>


<dt>boot</dt>
<dd>a boolean indicating whether bootstrapping was performed</dd>


<dt>boot_std_errors</dt>
<dd>a vector of bootstrapped standard errors</dd>

</dl>

compute_se_agg: Take influence function and compute standard errors

Description

Usage

Value

Arguments