did {MSCMT} | R Documentation |
Difference-in-difference estimator based on SCM
Description
did
calculates difference-in-difference estimators based on SCM.
Usage
did(
x,
what,
range.pre,
range.post,
alternative = c("two.sided", "less", "greater"),
exclude.ratio = Inf
)
Arguments
x |
An object of class "mscmt" , usually obtained as
the result of a call to function mscmt .
|
what |
A character vector. Name of the variable to be considered. If
missing, the (first) dependent variable will be used.
|
range.pre |
A vector of length 2 defining the range of the pre-treatment
period with start and end time given as
annual dates, if the format of start/end time is "dddd", e.g. "2016",
quarterly dates, if the format of start/end time is "ddddQd", e.g.
"2016Q1",
monthly dates, if the format of start/end time is "dddd?dd" with "?"
different from "W" (see below), e.g. "2016/03" or "2016-10",
weekly dates, if the format of start/end time is "ddddWdd", e.g.
"2016W23",
daily dates, if the format of start/end time is "dddd-dd-dd", e.g.
"2016-08-18",
corresponding to the format of the respective column of the times.dep
argument of mscmt .
If missing, the corresponding column of times.dep will be used.
|
range.post |
A vector of length 2 defining the range of the
post-treatment period with start and end time given as
annual dates, if the format of start/end time is "dddd", e.g. "2016",
quarterly dates, if the format of start/end time is "ddddQd", e.g.
"2016Q1",
monthly dates, if the format of start/end time is "dddd?dd" with "?"
different from "W" (see below), e.g. "2016/03" or "2016-10",
weekly dates, if the format of start/end time is "ddddWdd", e.g.
"2016W23",
daily dates, if the format of start/end time is "dddd-dd-dd", e.g.
"2016-08-18",
corresponding to the format of the respective column of the times.dep
argument of mscmt . Will be guessed if missing.
|
alternative |
A character string giving the alternative of the test.
Either "two.sided" (default), "less" , or "greater" .
|
exclude.ratio |
A numerical scalar (default: Inf ). When
calculating the p-value, control units with an average pre-treatment gap
of more then exclude.ratio times the average pre-treatment gap of
the treated unit are excluded from the analysis.
|
Details
did
calculates difference-in-difference estimators with corresponding
p-values (if results of a placebo study are present) based on the Synthetic
Control Method.
Value
A list with components effect.size
, average.pre
and
average.post
. If x
contains the results of a placebo study,
three components p.value
, rank
, and excluded
(with the
names of the excluded units) are included additionally.
Examples
## Not run:
## for an example, see the main package vignette:
vignette("WorkingWithMSCMT",package="MSCMT")
## End(Not run)
[Package
MSCMT version 1.4.0
Index]