Fixed internal centering procedure and handling of multiple covariate levels (#30, #31). These fixes should have no impact on the main ATT estimates (i.e., typical use of the package). But it may lead to differences in the heterogeneous ATTs—i.e., via the
xvar arg—which were incorrectly estimated in some cases. Thanks to @PhilipCarthy for flagging and to @frederickluser for helpful discussions
Fixed internal and upstream bug which was causing model offsets to error (#28, thanks @mariofiorini for the initial report and several others for helpful discussion). Note that this fix requires insight >= 0.19.1.8, which is the development version at the time of writing. More information available here: https://github.com/easystats/insight/pull/759
\dontrunto avoid triggering CRAN NOTEs on Windows for exceeding 5 seconds execution time. Note that the package homepage still runs these Examples if users want to inspect the output online.
Support for estimating heterogeneous treatment effects via the new
etwfe(..., xvar = <xvar> argument (#16, thanks to @frederickluser). Automatically extends to
emfx() via the latter’s
by_xvar argument (#21). More details are provided in the dedicated “Heterogeneous treatment effects” section of the vignette and help documentation
emfx(..., collapse = TRUE) argument can substantially reduce estimation times for large datasets (#19, thanks @frederickluser). This performance boost does trade off against a loss in estimate accuracy. But testing suggests that the difference is relatively minor for typical use cases (i.e., results are equivalent up to the 1st or 2nd significant decimal place, and sometimes even better). Please let us know if you find edge cases where this is not true. More details are available in the dedicated “Performance tips” section of the vignette and help documentation, including advice for combining collapsing with
emfx(..., vcov = FALSE) (which yields an even more dramatic speed boost but at a cost of not reporting any standard errors).
Users can now use a 1 on the fml RHS to indicate that there are no control variables as part of the
etwfe call, e.g.
etwfe(y ~ 1, ...). This provides a second way of indicating no controls, alongside the existing 0 option, e.g.
etwfe(y ~ 0, ...)
emfxobjects for pretty printing, and that the (former) “dydx” column of the resulting object is now named “estimate”. These changes are reflected in the updated documentation.
Various documentation improvements. For example, the aforementioned sections on Heterogeneous TEs and Performance tips. I have also removed some warnings about the use of time-varying controls (#17). In truth, I can’t quite recall why I included these warnings in the first place and testing confirms that it does not appear to pose a problem for the ETWFE framework. Thanks to Felix Pretis for prompting me to revisit this implicit restriction, including forwarding some relevant correspondence with Prof. Wooldridge.
data.table is added to Imports and thus becomes a direct dependency. It was already an indirect dependency through marginaleffects.
It’s now possible to install the development version of the package from R-universe. Details are provided in the README.
.Dtreat indicator variable created during the
etwfe call is now logical instead of integer (#14). This fix yields slightly different effect sizes for
emfx output when applied to non-linear model families (e.g.,
etwfe(..., family = "poisson"). The reason is that we are now implicitly calling
marginaleffects::comparisons under the hood rather than
marginaleffects::marginaleffects. Note that the main
etwfe coefficients (for any family) are unaffected, and the same is also true for
emfx when applied to a linear model (i.e., the default).
ivar argument of
etwfe() has been moved down the argument order list from second position to fifth (i.e., after the
data argument). This means that the four required arguments of function now occupy the top positions, which could enable shorter, unnamed notation like
etwfe(y ~ x, year, cohort, dat).
emfx now allows (time-invariant) interacted control variables on the fml RHS.
emfxnow has a
post_onlylogical argument, which may be useful for plotting aesthetics (but not inference). See the example in the introductory vignette.
Various improvements to the documentation (restructuring, fixed typos, etc.)