## ----include = FALSE---------------------------------------------------------- knitr::opts_chunk$set( collapse = TRUE, comment = "#>" ) ## ----------------------------------------------------------------------------- path <- system.file("extdata", "test.csv", package = "LeaveOutKSS") dt <- data.table::fread(path, header = FALSE) data.table::setorder(dt, V1, V3) dim(dt) head(dt) ## ----eval = FALSE------------------------------------------------------------- # res <- leave_out_KSS( # y = dt[[4]], # id = dt[[1]], # firmid = dt[[2]], # leave_out_level = "matches", # type_algorithm = "JLA", # simulations_JLA = 5, # paral = FALSE, # progress = FALSE # ) # # print(res) # res$estimates$table ## ----eval = FALSE------------------------------------------------------------- # stem <- tempfile("leaveoutkss_") # # leave_out_KSS( # y = dt[[4]], # id = dt[[1]], # firmid = dt[[2]], # simulations_JLA = 5, # paral = FALSE, # csv_file = paste0(stem, ".csv"), # txt_file = paste0(stem, ".txt"), # progress = FALSE # ) # # unlink(paste0(stem, c(".csv", ".txt"))) ## ----eval = FALSE------------------------------------------------------------- # controls <- model.matrix(~ factor(dt[[3]]) - 1) # controls <- controls[, -ncol(controls), drop = FALSE] # # leave_out_KSS( # y = dt[[4]], # id = dt[[1]], # firmid = dt[[2]], # controls = controls, # simulations_JLA = 5, # paral = FALSE, # progress = FALSE # ) ## ----eval = FALSE------------------------------------------------------------- # leave_out_KSS_fe( # y = dt[[4]], # id = dt[[1]], # firmid = dt[[2]], # controls = cbind(year = dt[[3]]), # absorb_col = 1, # simulations_JLA = 5, # paral = FALSE, # progress = FALSE # ) ## ----eval = FALSE------------------------------------------------------------- # leave_out_KSS( # y = dt[[4]], # id = dt[[1]], # firmid = dt[[2]], # leave_out_level = "obs", # simulations_JLA = 5, # paral = FALSE, # progress = FALSE # ) ## ----eval = FALSE------------------------------------------------------------- # region_dummy <- as.numeric(dt[[3]] <= median(dt[[3]], na.rm = TRUE)) # # leave_out_KSS( # y = dt[[4]], # id = dt[[1]], # firmid = dt[[2]], # simulations_JLA = 5, # paral = FALSE, # lincom_do = 1, # Z_lincom = region_dummy, # labels_lincom = list("Early-Year Indicator"), # progress = FALSE # ) ## ----eval = FALSE------------------------------------------------------------- # rsquared_comp( # y = dt[[4]], # id = dt[[1]], # firmid = dt[[2]], # progress = FALSE # )