fwildclusterboot::setBoottest_nthreads(1) test_that("test sunab", { skip_on_cran() library(fixest) # Simple DiD example base_stagg <- fixest::base_stagg # The DiD estimation res_sunab <- fixest::feols( y ~ x1 + fixest:::sunab(year_treated, year) | id + year, cluster = "id", base_stagg, ssc = fixest::ssc(adj = FALSE, fixef.K = "none", cluster.adj = FALSE) ) res_sunab_3ref <- fixest::feols( y ~ x1 + fixest:::sunab(year_treated, year, ref.p = c(.F + 0:2, -1)) | id + year, cluster = "id", base_stagg, ssc = fixest::ssc(adj = FALSE, fixef.K = "none", cluster.adj = FALSE) ) fixest_att <- aggregate(res_sunab, agg = "ATT") fixest_ci <- as.matrix(confint(summary(res_sunab, agg = "ATT"))) fixest_pval <- as.vector(pvalue(summary(res_sunab, agg = "ATT"))) fixest_teststat <- as.vector(tstat(summary(res_sunab, agg = "ATT"))) # test ATT equivalence boot_att <- boot_aggregate( res_sunab, B = 99999, agg = "ATT", clustid = "id", ssc = boot_ssc(adj = FALSE, fixef.K = "none", cluster.adj = FALSE) ) expect_equal( fixest_ci["ATT", ], boot_att[, 4:5], ignore_attr = TRUE, tolerance = 0.05 ) expect_equal( fixest_pval[2], boot_att[, 3], ignore_attr = TRUE, tolerance = 0.01 ) expect_equal( fixest_teststat[2], boot_att[, 2], ignore_attr = TRUE ) # effects aggregated by year fixest_ci <- as.matrix(confint(summary(res_sunab, agg = TRUE))) fixest_pval <- as.vector(pvalue(summary(res_sunab, agg = TRUE))) fixest_teststat <- as.vector(tstat(summary(res_sunab, agg = TRUE))) set.seed(8795) dqrng::dqset.seed(2136) boot_year <- boot_aggregate( res_sunab, B = 99999, agg = TRUE, clustid = "id", ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE) ) expect_equal( fixest_ci[-1, ], boot_year[, 4:5], ignore_attr = TRUE, tolerance = 0.05 ) expect_equal( fixest_pval[-1], boot_year[, "Pr(>|t|)"], ignore_attr = TRUE, tolerance = 0.065 ) expect_equal( fixest_teststat[-1], boot_year[, "t value"], ignore_attr = TRUE ) }) test_that("test sunab hetero", { # as it takes too long ... skip_on_cran() skip_on_ci() set.seed(8795) dqrng::dqset.seed(2136) library(fixest) # Simple DiD example base_stagg <- fixest::base_stagg # The DiD estimation res_sunab <- fixest::feols( y ~ x1 + fixest:::sunab(year_treated, year) | id + year, base_stagg, se = "hetero", ssc = fixest::ssc(adj = FALSE, cluster.adj = FALSE) ) res_sunab_3ref <- fixest::feols( y ~ x1 + fixest:::sunab(year_treated, year, ref.p = c(.F + 0:2, -1)) | id + year, se = "hetero", base_stagg, ssc = fixest::ssc(adj = FALSE, cluster.adj = FALSE) ) fixest_att <- aggregate(res_sunab, agg = "ATT") fixest_ci <- as.matrix(confint(summary(res_sunab, agg = "ATT"))) fixest_pval <- as.vector(pvalue(summary(res_sunab, agg = "ATT"))) fixest_teststat <- as.vector(tstat(summary(res_sunab, agg = "ATT"))) # test ATT equivalence boot_att <- boot_aggregate( res_sunab, B = 99999, agg = "ATT", ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE), nthreads = 1 ) # expect_equal( # fixest_ci["ATT", ], # boot_att[, 4:5], # ignore_attr = TRUE, # tolerance = 0.03 # ) expect_equal( fixest_pval[2], boot_att[, 3], ignore_attr = TRUE, tolerance = 0.01 ) expect_equal( fixest_teststat[2], boot_att[, 2], ignore_attr = TRUE ) # effects aggregated by year fixest_ci <- as.matrix(confint(summary(res_sunab, agg = TRUE))) fixest_pval <- as.vector(pvalue(summary(res_sunab, agg = TRUE))) fixest_teststat <- as.vector(tstat(summary(res_sunab, agg = TRUE))) boot_year <- boot_aggregate( res_sunab, B = 9999, agg = TRUE, ssc = boot_ssc(adj = FALSE, cluster.adj = FALSE), nthreads = 1 ) expect_equal( fixest_pval[-1], boot_year[, "Pr(>|t|)"], ignore_attr = TRUE, tolerance = 0.1 ) expect_equal( fixest_teststat[-1], boot_year[, "t value"], ignore_attr = TRUE ) })