# OLS ----------------------------------- test_that("check that the correct part of vcov matrix is used", { suppressWarnings( sample_estimation <- EventStudy(estimator = "OLS", data = example_data, outcomevar = "y_base", policyvar = "z", idvar = "id", timevar = "t", FE = TRUE, control = "x_r", TFE = TRUE, post = 2, pre = 2, overidpre = 2, overidpost = 2, normalize = -1, cluster = TRUE, anticipation_effects_normalization = TRUE) ) eventstudy_coefficients <- sample_estimation[[2]]$eventstudy_coefficients vcov_matrix_all <- sample_estimation[[1]]$vcov v_terms_to_keep <- colnames(vcov_matrix_all) %in% eventstudy_coefficients vcov_matrix <- vcov_matrix_all[v_terms_to_keep, v_terms_to_keep] expect_true(isSymmetric(vcov_matrix)) expect_true(all(eventstudy_coefficients %in% colnames(vcov_matrix))) expect_true(! "x_r" %in% colnames(vcov_matrix)) }) # FHS ----------------------------------- test_that("check that the correct part of vcov matrix is used", { data <- example_data[, c("y_base", "z", "id", "t", "x_r", "eta_m")] suppressWarnings( sample_estimation <- EventStudy(estimator = "FHS", data = data, outcomevar = "y_base", policyvar = "z", idvar = "id", timevar = "t", controls = "x_r", proxy = "eta_m", FE = TRUE, TFE = TRUE, post = 1, overidpost = 2, pre = 1, overidpre = 2, normalize = -1, cluster = TRUE, anticipation_effects_normalization = TRUE) ) eventstudy_coefficients <- sample_estimation[[2]]$eventstudy_coefficients vcov_matrix_all <- sample_estimation[[1]]$vcov v_terms_to_keep <- colnames(vcov_matrix_all) %in% eventstudy_coefficients vcov_matrix <- vcov_matrix_all[v_terms_to_keep, v_terms_to_keep] expect_true(isSymmetric(vcov_matrix, tol = sqrt(.Machine$double.eps))) expect_true(all(eventstudy_coefficients %in% colnames(vcov_matrix))) expect_true(! "x_r" %in% colnames(vcov_matrix)) })