Skip to contents

Doubly robust DID estimator (stationary, repeated cross-sections)

Usage

drdid_stationary(
  y,
  d,
  post,
  fit.ps,
  fit.or,
  stabilized = TRUE,
  i.weights = NULL,
  boot = FALSE,
  nboot = NULL,
  boot_type = c("mammen", "normal", "bayes", "wild"),
  ps_min_treat = 0.005,
  inffunc = TRUE
)

Arguments

y

Outcome vector.

d

Treatment indicator (1 treated, 0 control).

post

Post-period indicator (1 post, 0 pre).

fit.ps

Matrix of generalized propensity score estimates (n x 4).

fit.or

Matrix of outcome regression fitted values (n x 4).

stabilized

Logical; use stabilized weights.

i.weights

Optional sampling weights vector (non-negative).

boot

Logical; if TRUE, use multiplier bootstrap for SE/CI.

nboot

Number of bootstrap draws.

boot_type

Multiplier bootstrap type: "mammen", "normal", "bayes", or "wild".

ps_min_treat

Minimum treated-group propensity used in stationary weights. The default (0.005) clips fitted treated propensities to [ps_min_treat, 1 - ps_min_treat] to avoid unstable inverse-probability weights. Set to 0 to disable clipping.

inffunc

Logical; include influence function in output.

Value

List with ATT estimates, uncertainty, and metadata.