Data generating function

Usage

datageneration(n, tau, HC = FALSE, dimX = 1, DGPY = 1, continuous = TRUE)

Arguments

n: The number of cross-sectional units
tau: The length of time series such that tau > 2
HC: Boolean for whether or not to consider heteroscedastic error terms. If it is TRUE (resp. FALSE), heteroscedastic (resp. homoscedastic) error terms are generated. Default is FALSE.
dimX: The dimension of covariates X. It should be a positive integer. Default is 1.
DGPY: The data generating process for the treated potential outcome equations. Options are 1 and 2. Default is 1.
continuous: Boolean for whether or not to consider a continuous covariate Z. If it is TRUE (resp. FALSE), a continuous (resp. discrete) covariate Z is generated. Default is TRUE.

Value

A data.frame that contains the following elements.

id: The unit index
period: The time period index
Y: The outcome
G: The group
Z: The scalar continuous covariate
X: The other covariates

Examples

set.seed(1)
data <- datageneration(n = 500,
                       tau = 4,
                       HC = FALSE,
                       dimX = 1,
                       DGPY = 1,
                       continuous = TRUE)