TWFE DID Placebo and Pretrend Tests

Placebo Test

result <- placebo_analysis(data = df_het,
                         g = g,
                         unit = unit,
                         time = year,
                         y = dep_var,
                         placebo_periods = 3,
                         CI = 0.95)

## [1] 0.3586118
## [1] "Regular expression for placebo periods:"
## [1] "rel_time_p::[0-2]$"
## Wald test, H0: joint nullity of rel_time_p::0, rel_time_p::1 and rel_time_p::2
##  stat = 0.325842, p-value = 0.80669, on 3 and 44,930 DoF, VCOV: Clustered (unit).

print(result$plot)

Pre-trend Test

results <- pretrend_analysis(
  data = df_het,
   g = g,
   unit = unit,
   time = year,
   dep_var = dep_var
)

## Wald test, H0: joint nullity of rel_time::-20, rel_time::-19, rel_time::-18, rel_time::-17, rel_time::-16, rel_time::-15 and 13 others
##  stat = 4.63298, p-value = 7.618e-11, on 19 and 44,930 DoF, VCOV: Clustered (unit).

print(results$plot)