sim_paneldata {EquiTrends} | R Documentation |
sim.paneldata generates a panel data set with N cross-sectional units and tt time periods. The data set includes a binary treatment variable, a set of placebo variables, and a set of additional regressors. The data set can be generated under homoskedasticity or heteroskedasticity, and/or AR(1) errors.
sim_paneldata(
N = 500,
tt = 5,
beta = rep(0, tt),
p = 1,
gamma = rep(1, p),
eta = rep(0, N),
lambda = rep(0, tt),
het = 0,
phi = c(0),
sd = 1,
burnins = 100
)
N |
The number of cross-sectional units in the panel-data |
tt |
The number of time periods in the panel-data |
beta |
The vector of coefficients for the placebo variables. Must be of size tt. |
p |
The number of additional regressors |
gamma |
The vector of coefficients for the additional regressors |
eta |
The vector of fixed effects. Must be of size N. |
lambda |
The vector of time effects. Must be of size tt. |
het |
The heteroskedasticity parameter. Must be 0 or 1: |
phi |
The AR(1) parameter for the error terms. Must be in the interval [0,1). |
sd |
The standard deviation of the error terms. Must be a positive number. |
burnins |
The number of burn-ins for the AR(1) process. Must be a positive integer. |
A data.frame
with the following columns:
ID |
The cross-sectional unit identifier |
period |
The time period identifier |
Y |
The dependent variable |
G |
The binary treatment variable |
X_1 , ... , X_p |
The additional regressors |
sim_data <- sim_paneldata(N = 500, tt = 5, beta = rep(0, 5), p=1,
gamma = rep(0,1), het = 1, phi = 0.5, sd = 1,
burnins = 100)