Function that generates panel data with single treatment date assignment and two time periods.

Generate panel data with a single treatment date and two periods

Usage

gen_dgp_2periods(size, dgp_type)

Arguments

size

Integer. Number of units.

dgp_type

Integer in {1,2,3,4}. 1 = both nuisance functions correct; 2 = only the outcome model correct; 3 = only the propensity score correct; 4 = both nuisance functions incorrect.

Value

A list with the following elements:

data

A data.table in long format with columns:

• id: unit identifier

• state: state variable

• time: time variable

• partition: partition assignment

• x1, x2, x3, x4: covariates

• y: outcome variable

• cluster: cluster ID (no within-cluster correlation)

att

True average treatment effect on the treated (ATT), set to 0.

att.unf

“Oracle” ATT computed under the unfeasible specification.

eff

Theoretical efficiency bound for the estimator.