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library(DRDID) | ||
library(BMisc) | ||
library(tidyr) | ||
## ----------------------------------------------------------------------------- | ||
#----------------------------------------------------------------------------- | ||
# test it works without covariates and only two gropups | ||
#----------------------------------------------------------------------------- | ||
test_that("att_gt works with 2 groups", { | ||
set.seed(20241017) | ||
n = 5000 | ||
# Generate data with 4 periods | ||
p3_true = exp(0.5) | ||
denominator = 1 + p3_true | ||
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#probability of each group: 2 groups in total (G=4) | ||
p3_true = p3_true / denominator | ||
pinf_true = 1 / denominator | ||
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# Generate treatment status | ||
g <- as.numeric(runif(n) <= p3_true) | ||
g <- ifelse(g==1,3,0) | ||
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#Potential outcomes: Yt_g:=Y_t(g) | ||
index_unobs_het = g | ||
nu <- stats::rnorm(n, mean = index_unobs_het, sd = 1) | ||
index_trend <- 1 | ||
index_att <- 3 | ||
att_rand <- stats::rnorm(n, mean = index_att, sd = 1) | ||
# Generate untreated potential outcomes | ||
Yt1_ginf = index_trend + nu + rnorm(n) | ||
Yt2_ginf = 2*index_trend + nu + rnorm(n) | ||
Yt3_ginf = 3*index_trend + nu + rnorm(n) | ||
Yt4_ginf = 4*index_trend + nu + rnorm(n) | ||
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# Generate treated potential outcomes | ||
Yt1_g3 = index_trend + nu + rnorm(n) | ||
Yt2_g3 = 2*index_trend + nu + rnorm(n) | ||
Yt3_g3 = att_rand + 3*index_trend + nu + rnorm(n) | ||
Yt4_g3 = 1.5*att_rand + 4*index_trend + nu + rnorm(n) | ||
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#Observed data | ||
y1 <- (g==3) * Yt1_g3 + (g==0) * Yt1_ginf | ||
y2 <- (g==3) * Yt2_g3 + (g==0) * Yt2_ginf | ||
y3 <- (g==3) * Yt3_g3 + (g==0) * Yt3_ginf | ||
y4 <- (g==3) * Yt4_g3 + (g==0) * Yt4_ginf | ||
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data = data.frame(y1,y2,y3,y4,g) | ||
data$id <- 1:dim(data)[1] | ||
# Have data in long format | ||
data <- data |> | ||
pivot_longer( | ||
cols = starts_with("y"), | ||
names_to = "time", | ||
names_prefix = "y", | ||
values_to = "y", | ||
) | ||
data$time <- as.numeric(data$time) | ||
data$g <- as.numeric(data$g) | ||
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# Run regression with never-treated and varying base period | ||
csdid_nt_varying <- did::att_gt(yname = "y", | ||
idname = "id", | ||
gname = "g", | ||
tname = "time", | ||
data = data, | ||
control_group = "nevertreated", | ||
panel = TRUE, | ||
xformla = ~1, | ||
bstrap = FALSE, | ||
cband = FALSE, | ||
est_method = "reg", | ||
base_period = "varying" | ||
) | ||
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# Run regression with never-treated and universal base period | ||
csdid_nt_universal <- did::att_gt(yname = "y", | ||
idname = "id", | ||
gname = "g", | ||
tname = "time", | ||
data = data, | ||
control_group = "nevertreated", | ||
panel = TRUE, | ||
xformla = ~1, | ||
bstrap = FALSE, | ||
cband = FALSE, | ||
est_method = "reg", | ||
base_period = "varying" | ||
) | ||
# Run regression with not-yet-treated and varying base period | ||
csdid_nyt_varying <- did::att_gt(yname = "y", | ||
idname = "id", | ||
gname = "g", | ||
tname = "time", | ||
data = data, | ||
control_group = "notyettreated", | ||
panel = TRUE, | ||
xformla = ~1, | ||
bstrap = FALSE, | ||
cband = FALSE, | ||
est_method = "reg", | ||
base_period = "varying" | ||
) | ||
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# Run regression with not-yet-treated and universal base period | ||
csdid_nyt_universal <- did::att_gt(yname = "y", | ||
idname = "id", | ||
gname = "g", | ||
tname = "time", | ||
data = data, | ||
control_group = "notyettreated", | ||
panel = TRUE, | ||
xformla = ~1, | ||
bstrap = FALSE, | ||
cband = FALSE, | ||
est_method = "reg", | ||
base_period = "varying" | ||
) | ||
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expect_equal(csdid_nyt_universal$att[2], 3, tol=.1) | ||
expect_equal(csdid_nt_universal$att[2], 3, tol=.1) | ||
expect_equal(csdid_nyt_varying$att[2], 3, tol=.1) | ||
expect_equal(csdid_nt_varying$att[2], 3, tol=.1) | ||
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expect_equal(csdid_nyt_universal$att[2], csdid_nt_universal$att[2], tol=.0001) | ||
expect_equal(csdid_nyt_universal$att[2], csdid_nyt_varying$att[2], tol=.0001) | ||
expect_equal(csdid_nyt_universal$att[2], csdid_nt_varying$att[2], tol=.0001) | ||
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}) | ||
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