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,
  k_min = 0,
  k_max = 5,
  compute_varcov = "none",
  by = NULL,
  bname = NULL,
  normalized = FALSE,
  newnames = NULL
)

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.
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.
newnames	Optional. A list of new names for the output variables. ytildename is the name of the imputed outcome variable. Default is paste0(yname, “_tilde”). yvarname is the name of the unit-level variance of the outcome variable. Default is paste0(yname, “_var”). yvarrawname is the name of the raw unit-level variance of the outcome variable, which is the variance before subtracting the variance of the measurement error. Default is paste0(yname, “_varraw”). yvarerrname is the name of the unit-level variance of the measurement error. Default is paste0(yname, “_varerr”). ycovname is the name of the unit-level covariance of the outcome variable. Default is paste0(yname, “_cov”). ycovrawname is the name of the raw unit-level covariance of the outcome variable, which is the covariance before subtracting the covariance of the measurement error. Default is paste0(yname, “_covraw”). ycoverrname is the name of the unit-level covariance of the measurement error. Default is paste0(yname, “_coverr”). kprimename is 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".

Value

A unitdid class object.