sigma_hathat_c {EquiTrends} | R Documentation |
Calculating the constrained variance of the residuals for the Boostrap approaches in the EquiTrends Maximum Equivalence Testing procedure, according to Dette & Schumann (2024).
Description
Calculating the constrained variance of the residuals for the Boostrap approaches in the EquiTrends Maximum Equivalence Testing procedure, according to Dette & Schumann (2024).
Usage
sigma_hathat_c(parameter, x, y, ID, time)
Arguments
parameter |
The constrained coefficients. |
x |
The double demeaned independent variables. |
y |
The double demeaned dependent variable. |
ID |
The ID variable. |
time |
The time variable. |
Value
The estimated constrained variance of the residuals.
References
Dette, H., & Schumann, M. (2024). "Testing for Equivalence of Pre-Trends in Difference-in-Differences Estimation." Journal of Business & Economic Statistics, 1–13. DOI: doi:10.1080/07350015.2024.2308121
[Package EquiTrends version 1.0.0 Index]