A function estimates unit-level difference-in-differences

Description

A function estimates unit-level difference-in-differences

Usage

unitdid(
  data,
  yname,
  iname,
  tname,
  ename,
  first_stage = NULL,
  wname = NULL,
  ytildename = NULL,
  yvarname = NULL,
  ycovname = NULL,
  kprimename = "kprime",
  k_min = 0,
  k_max = 5,
  compute_varcov = "none",
  by = NULL,
  bname = NULL,
  normalized = FALSE
)

Arguments

data The dataframe containing all the variables
yname Outcome variable
iname Unit identifier
tname Time variable
ename Event timing variable
first_stage Formula for Y(0). Formula follows fixest::feols. If not specified, unit (iname) and time (tname) fixed effects will be used.
wname Optional. The name of the weight variable.
ytildename Optional. The name of the imputed outcome variable. If not provided, the function will use paste0(yname, “_tilde”).
yvarname Optional. The name of the unit-level variance of the outcome variable. If not provided, the function will use paste0(yname, “_var”).
ycovname Optional. The name of the unit-level covariance of the outcome variable. If not provided, the function will use paste0(yname, “_cov”).
kprimename Optional. The name of the relative time to treatment. This is used for the second column name of the relative time of the unit-level covariance estimation. Default is "kprime".
k_min Relative time to treatment at which treatment starts. Default is 0.
k_max Relative time to treatment at which treatment ends. Default is 5.
compute_varcov One of c("none", "var", "cov") and Default is "none". If "var", the function will estimate the unit-level variance of the outcome variable. If "cov", the function will estimate the unit-level covariance of the outcome variable for each pair within k_min:k_max.
by A character vector of variables to estimate separately by. Default is NULL.
bname Birth year variable. Default is NULL. Necessary to aggregate the estimates by age at event.
normalized Logical. If TRUE, the function will normalize the outcome variable scale. Default is FALSE.

Value

A unitdid class object.