Calculate Cumulative Treatment Effects

Calculate cumulative treatment effects

Usage

att.cumu(x, period = NULL, weighted = TRUE, alpha = 0.05, type = "on", plot = FALSE)

Arguments

x

a fect object.

period

a two-element numeric vector specifying the range of term during which treatment effects are to be accumulated. e.g. period = c(-1,1).

weighted

a logical flag specifying whether to calculate weigthed cumulative treatment effects based on counts at each period. Default is weighted = TRUE.

alpha

a numerical value that specfies significant level.

type

a string that specifies the type. Must be one of the following: "on" (switch-on treatment effect); "off" (switch-off treatment effect). Default is type = "on".

plot

A logical flag indicating whether to plot cumulative effects. Default is plot = FALSE.

Author

Licheng Liu; Ye Wang; Yiqing Xu

References

Jushan Bai. 2009. "Panel Data Models with Interactive Fixed Effects." Econometrica.

Yiqing Xu. 2017. "Generalized Synthetic Control Method: Causal Inference with Interactive Fixed Effects Models." Political Analysis.

Athey, Susan, et al. 2021 "Matrix completion methods for causal panel data models." Journal of the American Statistical Association.

Licheng Liu, et al. 2022. "A Practical Guide to Counterfactual Estimators for Causal Inference with Time-Series Cross-Sectional Data." American Journal of Political Science.

For more details about the matrix completion method, see https://github.com/susanathey/MCPanel.

See also

fect and plot.fect