11.12 Packages & Functions: wfe

  • The wfe() package extends functionalities of the plm package (K. Imai and Kim 2019b)
  • wfe(): Fitting the Weighted Fixed Effects Model for Causal Inference
    • unit.index = and time.index =: Specify the index variables (unit’s id and time)
    • method =: unit for unit, time for time fixed effects
    • qoi =: Quantity of interest45
    • estimator =: Default NULL (should be fe); One of fd, did, or Mdid
    • For the rest see ?wfe

References

Imai, Kosuke, and In Song Kim. 2019b. “When Should We Use Unit Fixed Effects Regression Models for Causal Inference with Longitudinal Data?” Am. J. Pol. Sci. 63 (2): 467–90.

  1. One of ate or att. The default is ate. If set to att in implementing fd and did estimators, the comparison of the treated observation is restricted to the control observation from the previous time period but not with the control observation from the next time period.↩