Merge pull request #209 from marcelortizv/even-faster-did

Even faster did

DESCRIPTION

@@ -1,6 +1,6 @@
 Package: did
 Title: Treatment Effects with Multiple Periods and Groups
-Version: 2.2.0.908
+Version: 2.2.1.909
 Authors@R: c(person("Brantly", "Callaway", email = "[email protected]", role = c("aut", "cre")), person("Pedro H. C.", "Sant'Anna", email="[email protected]", role = c("aut")))
 URL: https://bcallaway11.github.io/did/, https://github.com/bcallaway11/did/
 Description: The standard Difference-in-Differences (DID) setup involves two periods and two groups -- a treated group and untreated group.  Many applications of DID methods involve more than two periods and have individuals that are treated at different points in time.  This package contains tools for computing average treatment effect parameters in Difference in Differences setups with more than two periods and with variation in treatment timing using the methods developed in Callaway and Sant'Anna (2021) <doi:10.1016/j.jeconom.2020.12.001>.  The main parameters are group-time average treatment effects which are the average treatment effect for a particular group at a a particular time.  These can be aggregated into a fewer number of treatment effect parameters, and the package deals with the cases where there is selective treatment timing, dynamic treatment effects, calendar time effects, or combinations of these.  There are also functions for testing the Difference in Differences assumption, and plotting group-time average treatment effects.
@@ -19,8 +19,9 @@ Imports:
     generics,
     methods,
     tidyr,
+    parglm (>= 0.1.7),
     data.table (>= 1.15.4),
-    parglm (>= 0.1.7)
+    dreamerr (>= 1.4.0)
 Roxygen: list(markdown = TRUE)
 RoxygenNote: 7.3.2
 VignetteBuilder: knitr

NAMESPACE

@@ -20,14 +20,15 @@ export(att_gt)
 export(build_sim_dataset)
 export(compute.aggte)
 export(compute.att_gt)
+export(compute.att_gt2)
 export(conditional_did_pretest)
-export(get_wide_data)
 export(ggdid)
 export(glance)
 export(gplot)
 export(indicator)
 export(mboot)
 export(pre_process_did)
+export(pre_process_did2)
 export(process_attgt)
 export(reset.sim)
 export(sim)
@@ -41,7 +42,15 @@ import(ggplot2)
 import(ggpubr)
 import(stats)
 import(utils)
+importFrom(DRDID,drdid_panel)
+importFrom(DRDID,drdid_rc)
+importFrom(DRDID,reg_did_panel)
+importFrom(DRDID,reg_did_rc)
+importFrom(DRDID,std_ipw_did_panel)
+importFrom(DRDID,std_ipw_did_rc)
+importFrom(dreamerr,check_set_arg)
 importFrom(generics,glance)
 importFrom(generics,tidy)
+importFrom(methods,as)
 importFrom(methods,is)
 importFrom(tidyr,gather)

R/DIDparams.R

@@ -31,6 +31,7 @@ DIDparams <- function(yname,
                    clustervars=NULL,
                    cband=TRUE,
                    print_details=TRUE,
+                   faster_mode=FALSE,
                    pl=FALSE,
                    cores=1,
                    est_method="dr",
@@ -59,6 +60,7 @@ DIDparams <- function(yname,
               clustervars=clustervars,
               cband=cband,
               print_details=print_details,
+              faster_mode=faster_mode,
               pl=pl,
               cores=cores,
               est_method=est_method,

R/DIDparams2.R

@@ -0,0 +1,91 @@
+#' @title DIDparams
+#'
+#' @description Object to hold DiD parameters that are passed across functions
+#'
+#' @inheritParams att_gt2
+#' @inheritParams pre_process_did2
+#' @param did_tensor list of outcome tensors that are used in the estimation
+#' @param args list of arguments that are used in the estimation
+#' @noRd
+DIDparams2 <- function(did_tensors, args, call=NULL) {
+  # get the arguments from args
+  yname <- args$yname
+  tname <- args$tname
+  idname <- args$idname
+  gname <- args$gname
+  xformla <- args$xformla # formula of covariates
+  panel <- args$panel
+  est_method <- args$est_method
+  bstrap <- args$bstrap
+  biters <- args$biters
+  cband <- args$cband
+  anticipation <- args$anticipation
+  control_group <- args$control_group
+  allow_unbalanced_panel <- args$allow_unbalanced_panel
+  weightsname <- args$weightsname
+  base_period <- args$base_period
+  clustervars <- args$clustervars
+  cores <- args$cores
+  pl <- args$pl
+  print_details <- args$print_details
+  faster_mode <- args$faster_mode
+  alp <- args$alp
+  true_repeated_cross_sections <- args$true_repeated_cross_sections
+  time_periods_count <- args$time_periods_count
+  time_periods <- args$time_periods
+  treated_groups_count <- args$treated_groups_count
+  treated_groups <- args$treated_groups
+  id_count <- args$id_count
+
+  # get the arguments from did_tensors
+  outcomes_tensor <- did_tensors$outcomes_tensor
+  data <- did_tensors$data
+  time_invariant_data <- did_tensors$time_invariant_data
+  cohort_counts <- did_tensors$cohort_counts
+  period_counts <- did_tensors$period_counts
+  crosstable_counts <- did_tensors$crosstable_counts
+  covariates <- did_tensors$covariates # matrix of covariates
+  cluster_vector <- did_tensors$cluster
+  weights_vector <- did_tensors$weights
+
+
+  out <- list(yname=yname,
+              tname=tname,
+              idname=idname,
+              gname=gname,
+              xformla=xformla,
+              panel=panel,
+              est_method=est_method,
+              bstrap=bstrap,
+              biters=biters,
+              cband=cband,
+              anticipation=anticipation,
+              control_group=control_group,
+              allow_unbalanced_panel=allow_unbalanced_panel,
+              weightsname=weightsname,
+              base_period=base_period,
+              clustervars=clustervars,
+              cores=cores,
+              pl = pl,
+              print_details=print_details,
+              faster_mode=faster_mode,
+              alp=alp,
+              true_repeated_cross_sections=true_repeated_cross_sections,
+              time_periods_count=time_periods_count,
+              time_periods=time_periods,
+              treated_groups_count=treated_groups_count,
+              treated_groups=treated_groups,
+              id_count=id_count,
+              outcomes_tensor=outcomes_tensor,
+              data=data,
+              time_invariant_data=time_invariant_data,
+              cohort_counts=cohort_counts,
+              period_counts=period_counts,
+              crosstable_counts=crosstable_counts,
+              covariates=covariates,
+              cluster_vector=cluster_vector,
+              weights_vector=weights_vector,
+              call=call)
+  class(out) <- "DIDparams"
+  return(out)
+}

R/att_gt.R

@@ -89,6 +89,10 @@
 #' @param anticipation The number of time periods before participating
 #'  in the treatment where units can anticipate participating in the
 #'  treatment and therefore it can affect their untreated potential outcomes
+#' @param faster_mode This option enables a faster version of `did`, optimizing
+#' computation time for large datasets by improving data management within the package.
+#' The default is set to `FALSE`. While the difference is minimal for small datasets,
+#' it is recommended for use with large datasets.
 #' @param base_period Whether to use a "varying" base period or a
 #'  "universal" base period.  Either choice results in the same
 #'  post-treatment estimates of ATT(g,t)'s.  In pre-treatment
@@ -181,47 +185,98 @@ att_gt <- function(yname,
                    clustervars=NULL,
                    est_method="dr",
                    base_period="varying",
+                   faster_mode=FALSE,
                    print_details=FALSE,
                    pl=FALSE,
                    cores=1) {
 
-  # this is a DIDparams object
-  dp <- pre_process_did(yname=yname,
-                        tname=tname,
-                        idname=idname,
-                        gname=gname,
-                        xformla=xformla,
-                        data=data,
-                        panel=panel,
-                        allow_unbalanced_panel=allow_unbalanced_panel,
-                        control_group=control_group,
-                        anticipation=anticipation,
-                        weightsname=weightsname,
-                        alp=alp,
-                        bstrap=bstrap,
-                        cband=cband,
-                        biters=biters,
-                        clustervars=clustervars,
-                        est_method=est_method,
-                        base_period=base_period,
-                        print_details=print_details,
-                        pl=pl,
-                        cores=cores,
-                        call=match.call()
-  )
-
-  #-----------------------------------------------------------------------------
-  # Compute all ATT(g,t)
-  #-----------------------------------------------------------------------------
-  results <- compute.att_gt(dp)
+  # Check if user wants to run faster mode:
+  if (faster_mode) {
+    # this is a DIDparams2 object
+    dp <- pre_process_did2(yname=yname,
+                            tname=tname,
+                            idname=idname,
+                            gname=gname,
+                            xformla=xformla,
+                            data=data,
+                            panel=panel,
+                            allow_unbalanced_panel=allow_unbalanced_panel,
+                            control_group=control_group,
+                            anticipation=anticipation,
+                            weightsname=weightsname,
+                            alp=alp,
+                            bstrap=bstrap,
+                            cband=cband,
+                            biters=biters,
+                            clustervars=clustervars,
+                            est_method=est_method,
+                            base_period=base_period,
+                            print_details=print_details,
+                            faster_mode=faster_mode,
+                            pl=pl,
+                            cores=cores,
+                            call=match.call()
+    )
+
+    #-----------------------------------------------------------------------------
+    # Compute all ATT(g,t)
+    #-----------------------------------------------------------------------------
+    results <- compute.att_gt2(dp)
 
+  } else {
+    # this is a DIDparams object
+    dp <- pre_process_did(yname=yname,
+                          tname=tname,
+                          idname=idname,
+                          gname=gname,
+                          xformla=xformla,
+                          data=data,
+                          panel=panel,
+                          allow_unbalanced_panel=allow_unbalanced_panel,
+                          control_group=control_group,
+                          anticipation=anticipation,
+                          weightsname=weightsname,
+                          alp=alp,
+                          bstrap=bstrap,
+                          cband=cband,
+                          biters=biters,
+                          clustervars=clustervars,
+                          est_method=est_method,
+                          base_period=base_period,
+                          print_details=print_details,
+                          pl=pl,
+                          cores=cores,
+                          call=match.call()
+    )
+
+    #-----------------------------------------------------------------------------
+    # Compute all ATT(g,t)
+    #-----------------------------------------------------------------------------
+    results <- compute.att_gt(dp)
+  }
 
   # extract ATT(g,t) and influence functions
   attgt.list <- results$attgt.list
   inffunc <- results$inffunc
 
   # process results
-  attgt.results <- process_attgt(attgt.list)
+  # attgt.results <- process_attgt(attgt.list)
+  tryCatch(
+    {
+      # Attempt to run this line for process results
+      attgt.results <- process_attgt(attgt.list)
+    },
+    error = function(e) {
+      # Handle the error
+      if (faster_mode) {
+        # If faster_mode is TRUE, send this stop message
+        stop("An unexpected error occurred, normally associated with a singular matrix due to not enough control units. Try changing faster_mode=FALSE.")
+      } else {
+        # If faster_mode is FALSE, send this stop message
+        stop("An unexpected error occurred, normally associated with a singular matrix due to not enough control units.")
+      }
+    }
+  )
   group <- attgt.results$group
   att <- attgt.results$att
   tt <- attgt.results$tt
@@ -236,7 +291,7 @@ att_gt <- function(yname,
   # note to self: this def. won't work with unbalanced panel,
   # same with clustered standard errors
   # but it is always ignored b/c bstrap has to be true in that case
-  n <- dp$n
+  n <- ifelse(faster_mode, dp$id_count, dp$n)
   V <- Matrix::t(inffunc)%*%inffunc/n
   se <- sqrt(Matrix::diag(V)/n)