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First-stage strength: standard and exposure-robust (effective) F

Source: R/checks.R
ssb_first_stage.Rd

Reports the standard heteroskedasticity-robust first-stage F of the treatment on the constructed instrument, and an exposure-robust "effective" F whose denominator uses the shock-level (AKM-type) variance of the first-stage coefficient — the relevant notion when weak *shocks* are the concern (in the spirit of Montiel Olea & Pflueger 2013, adapted to shift-share).

Usage

ssb_first_stage(design)

Arguments

design

An [ssb_design()] object.

Value

A list (class `ssb_first_stage`) with `F_standard`, `F_effective`, and the first-stage coefficient `pi`.

Examples

sim <- ssb_simulate(n_loc = 80, n_sec = 10, seed = 1)
d <- ssb_design(sim$data, sim$shares, sim$shocks, exogenous = "share")
ssb_first_stage(d)
#> <ssBartik first-stage strength>
#>   standard robust F         : 19.8
#>   effective (exposure) F    : 67.0