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Compare DID, SDID, MC and TROP on the same panel

Source: R/compare.R
panel_compare.Rd

Runs a set of panel estimators on a single long panel and returns their average-treatment-effect-on-the-treated (ATT) estimates on a common tidy schema, so applied researchers can compare them at a glance. DID, MC and TROP are computed natively (no external dependencies); SDID and SC are routed through the synthdid package when available, and an alternative MC/IFE can be routed through gsynth. Methods whose optional package is missing, or that do not apply to the design, are skipped with a message.

Usage

panel_compare(
  data,
  outcome,
  treatment,
  unit,
  time,
  covariates = NULL,
  methods = c("TROP", "DID", "SC", "MC", "SDID", "DIFP"),
  exclude = NULL,
  anchor = "auto",
  se = c("auto", "jackknife", "bootstrap", "none"),
  control = trop_control(),
  verbose = FALSE
)

Arguments

data

A long data.frame with one row per unit-time.

outcome, treatment, unit, time

Column names (strings). treatment must be a 0/1 indicator of active treatment in that cell (works for block, staggered, and non-absorbing designs).

covariates

Optional character vector of time-varying covariate column names. Passed to the native engines ("DID", "MC", "TROP"), which share the additive covariate model \(L_{js} = X_{js}'\phi + R_{js}\); the synthdid-based methods ("SDID", "SC"), "DIFP" and the optional engines ("gsynth", "augsynth", "CS") do not receive covariates here and are run without them. Covariates must be fully observed across all unit-time cells.

methods

Character vector of methods to run. Any of "DID", "SDID", "SC", "MC", "DIFP", "TROP", "gsynth", "augsynth", "CS". Defaults to the native engines plus SDID and SC: c("TROP", "DID", "SC", "MC", "SDID", "DIFP").

exclude

Optional character vector of methods to drop from methods (after defaults are applied). Convenient for running "everything except one", e.g. exclude = "DIFP". Unknown names are ignored with a warning.

anchor

Weight anchoring for TROP; see trop().

se

Standard-error method for the native engines; see trop().

control

A list of solver/CV settings from trop_control().

verbose

Logical; print CV progress.

Value

An object of class cf_comparison: a list with the tidy table att (class cf_att_tbl), per-method counterfactual matrices counterfactual, the native fit objects fits, and the reshaped panel.

See also

trop(), autoplot.cf_comparison(), plot_counterfactual()

Examples

# \donttest{
# panel_compare() fits TROP with cross-validated penalties, so it is wrapped
# in \donttest; few CV cells and a loose solver tolerance keep it quick
# (use the trop_control() defaults for real analyses)
df <- sim_panel(N = 14, T = 9, n_treated = 3, t0 = 6, seed = 3)
cmp <- panel_compare(df, "y", "w", "id", "t",
                     methods = c("DID", "MC", "TROP"), se = "none",
                     control = trop_control(n_cv_cells = 5L, cv_cycles = 1L,
                                            tol = 1e-3, seed = 1L))
cmp$att
#>  method estimate std.error conf.low conf.high n_treated_cells n_treated_units
#>     DID   1.2562        NA       NA        NA              12               3
#>      MC   1.3339        NA       NA        NA              12               3
#>    TROP   1.1285        NA       NA        NA              12               3
#>  outcome    engine rank note
#>        y cfcompare    0 <NA>
#>        y cfcompare    8 <NA>
#>        y cfcompare    0 <NA>
# }