Native two-way fixed-effects estimator of
\(Y_{it} = \alpha_i + \lambda_t + \tau D_{it} + X'\delta
+ \varepsilon_{it}\)
via alternating-projection demeaning (Frisch-Waugh-Lovell) with
CR1 cluster-robust standard errors using the same small-sample
correction as fixest::feols's default (reproduced to
machine precision in tests/cross/).
Usage
morie_did_panel_fe(
data,
outcome,
treatment,
unit,
time,
covariates = NULL,
cluster = NULL,
alpha = 0.05
)Arguments
- data
A data frame containing the outcome, treatment, post and any covariate columns.
- outcome
Name of the outcome column.
- treatment
Name of the binary (0/1) treatment-group column.
- unit
Unit identifier column.
- time
Time period column.
- covariates
Optional character vector of covariate column names.
- cluster
Optional cluster ID column for CR1 standard errors.
- alpha
Significance level for confidence intervals (default 0.05).
Value
A result list; see morie_did_2x2.
Examples
set.seed(2)
df <- expand.grid(unit = 1:60, time = 1:6)
df$treat_time <- ifelse(df$unit <= 30, 4, Inf)
df$d <- as.integer(df$time >= df$treat_time)
df$y <- 0.5 * df$time + 1.5 * df$d + rnorm(nrow(df), sd = 0.5)
res <- morie_did_panel_fe(df, "y", "d", "unit", "time")
res$estimate
#> [1] 1.443414