Given unit weights omega and time weights lambda, computes the SDID
estimator as a weighted two-way difference:
Usage
sdid_estimate_cpp(Y_pre_co, Y_post_co, Y_pre_tr, Y_post_tr, omega, lambda)
Arguments
- Y_pre_co
Control pre-treatment outcomes (T_pre x N_co)
- Y_post_co
Control post-treatment outcomes (T_post x N_co)
- Y_pre_tr
Treated pre-treatment outcomes (T_pre x 1)
- Y_post_tr
Treated post-treatment outcomes (T_post x 1)
- omega
Unit weights (N_co x 1)
- lambda
Time weights (T_pre x 1)
Value
A single numeric value: the SDID treatment-effect estimate
tau_sdid.
Details
tau_sdid = (Y_tr_post_mean - Y_tr_pre_wt) - (Y_co_post_wt - Y_co_pre_wt)
