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Convert data formatted for att_gt() to a dataframe suitable for fetwfe() / etwfe()

Source: R/convert_dfs.R
attgtToFetwfeDf.Rd

attgtToFetwfeDf() reshapes and renames a panel dataset that is already formatted for did::att_gt() (Callaway and Sant'Anna 2021) so that it can be passed directly to fetwfe() or etwfe() from the fetwfe package. In particular, it

  • creates an absorbing-state treatment dummy that equals 1 from the first treated period onward* and 0 otherwise,

  • (optionally) drops units that are already treated in the very first period of the sample (because fetwfe() removes them internally), and

  • returns a tidy dataframe whose column names match the arguments that fetwfe()/etwfe() expect.

Usage

attgtToFetwfeDf(
  data,
  yname,
  tname,
  idname,
  gname,
  covars = character(0),
  drop_first_period_treated = TRUE,
  out_names = list(time = "time_var", unit = "unit_var", treatment = "treatment",
    response = "response"),
  verbose = FALSE
)

Arguments

data

A data.frame in long format containing at least the four columns used by did::att_gt(): outcome yname, time tname, unit id idname, and the first-treatment period gname (which is 0 for the never-treated group).

yname

Character scalar. Name of the outcome column.

tname

Character scalar. Name of the time variable (numeric or integer). This becomes time_var in the returned dataframe.

idname

Character scalar. Name of the unit identifier. Converted to character and returned as unit_var.

gname

Character scalar. Name of the group variable holding the first period of treatment. Values must be 0 (or Inf, a common never-treated encoding, which is mapped to 0) for never-treated, or a positive integer representing the first treated period.

covars

Character vector of additional covariate column names to carry through (default character(0)). These columns are left untouched and appear after the required columns in the returned dataframe.

drop_first_period_treated

Logical. If TRUE (default), units that are already treated in the first sample period are removed before creating the treatment dummy. fetwfe() would do this internally, but dropping them here keeps the returned dataframe cleaner.

out_names

A named list giving the column names to use in the resulting dataframe. Defaults are list(time = "time_var", unit = "unit_var", treatment = "treatment", response = "response"). Override if you prefer different names (for instance, to keep the original yname). The vector must contain exactly these four names.

verbose

Logical. If TRUE, a message() reports the count of first-period-treated unit-period rows dropped when drop_first_period_treated = TRUE. Default FALSE (silent).

Value

A data.frame with columns time_var, unit_var, treatment, response, and any covariates requested in covars, ready to be fed to fetwfe()/etwfe(). All required columns are of the correct type: time_var is integer, unit_var is character, treatment is integer 0/1, and response is numeric.

References

Callaway, Brantly and Pedro H.C. Sant'Anna. "Difference-in- Differences with Multiple Time Periods." Journal of Econometrics, Vol. 225, No. 2, pp. 200-230, 2021. doi:10.1016/j.jeconom.2020.12.001 , https://arxiv.org/abs/1803.09015.

Examples

## toy example ---------------------------------------------------------------
if (FALSE) { # \dontrun{
library(did)  # provides the mpdta example dataframe
data(mpdta)

head(mpdta)

tidy_df <- attgtToFetwfeDf(
  data  = mpdta,
  yname = "lemp",
  tname = "year",
  idname = "countyreal",
  gname = "first.treat",
  covars = c("lpop"))

head(tidy_df)
} # }

## Now you can call fetwfe()  ------------------------------------------------
# res <- fetwfe(
#   pdata      = tidy_df,
#   time_var   = "time_var",
#   unit_var   = "unit_var",
#   treatment  = "treatment",
#   response   = "response",
#   covs       = c("lpop"))