Heterogeneous conditional ATT: the DR-DiD moment inside each stratum

The doubly robust moment of Sant'Anna and Zhao (2020), equation (2.6), is evaluated separately on each stratum of a discrete covariate, with the weights renormalised within the stratum, so every CATT(x) is a self-contained doubly robust estimate. A single stratum therefore reproduces the pooled estimator exactly. The reported heterogeneity statistic is the size-weighted variance of CATT across strata, exactly zero when all strata share an effect.

Usage

Drhtg(y, D, X = NULL, strata = NULL)

Arguments

y: Outcome change, one entry per unit.
D: Binary treatment indicator.
X: Optional baseline covariates used inside each stratum fit.
strata: Discrete stratum label per unit; NULL is one stratum.

Value

List with estimate, strata, catt, se, n_stratum, pooled, hetero_var, n.

References

Sant'Anna, P. H. C. and Zhao, J. (2020). Journal of Econometrics 219(1), 101-122, equation (2.6). Athey, S. and Imbens, G. (2016). PNAS 113(27), 7353-7360.

Examples

V <- c(1, 2, 3, 4, 5, 6, 7, 8)
Drhtg(V, V)
#> $estimate
#> [1] NaN
#> 
#> $strata
#> [1] "all"
#> 
#> $catt
#> [1] NaN
#> 
#> $se
#> [1] NaN
#> 
#> $n_stratum
#> [1] 8
#> 
#> $pooled
#> [1] NaN
#> 
#> $hetero_var
#> [1] 0
#> 
#> $n
#> [1] 8
#> 
#> $method
#> [1] "DR-DiD heterogeneous CATT"
#> 
#> attr(,"class")
#> [1] "morie_rich_result" "list"