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Releases: grantmcdermott/etwfe

v0.5.0

16 Dec 22:28
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For details, see: https://github.com/grantmcdermott/etwfe/blob/main/NEWS.md#etwfe-050

What's Changed

Full Changelog: v0.4.0...v0.5.0

v0.4.0

27 Feb 05:22
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Bug fixes

  • Fix ATT calculation for the never-treated case (i..e, cgroup = "never) due to incorrect subsetting prior to recovering the marginal effects. Thanks to @paulofelipe for reporting (#37).
  • Avoid (where possible) or error out if user supplies reserved β€œgroup” variable in formula (#41).

Documentation

New Contributors

Full Changelog: v0.3.5...v0.4.0

v0.3.5

01 Dec 21:10
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What's Changed

Test fixes to match upstream updates. This release contains no user-facing changes.

Full Changelog: v0.3.4...v0.3.5

v0.3.4

20 Jun 01:09
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Full Changelog: v0.3.3...v0.3,4

v0.3.3

29 May 02:50
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Full Changelog: v0.3.2...v0.3.3

v0.3.2

02 May 15:28
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Full Changelog: v0.3.1...v0.3.2

v0.3.1

28 Feb 07:06
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Internal

  • Minor updates to internal code and some unit tests to match forthcoming
    updates to marginaleffects 0.10.0. The latter update also brings some notable
    performance improvements to emfx().

Other

  • Some documentation improvements.
  • The Examples have been wrapped in \dontrun to avoid triggering CRAN NOTEs on
    Windows for exceeding 5 seconds execution time. Note that the package homepage
    still runs these Examples if users want to inspect the output online.

v0.3.0

08 Feb 16:43
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New features and enhancements

  • Support for estimating heterogeneous treatment effects via the new
    etwfe(..., xvar = <xvar> argument (#16, thanks to @frederickluser).
    Automatically extends to emfx() via the latter's by_xvar argument (#21).
    More details are provided in the dedicated "Heterogeneous treatment effects"
    section of the vignette and help documentation

  • The new emfx(..., collapse = TRUE) argument can substantially reduce
    estimation times for large datasets (#19, thanks @frederickluser). This
    performance boost does trade off against a loss in estimate accuracy. But
    testing suggests that the difference is relatively minor for typical use cases
    (i.e., results are equivalent up to the 1st or 2nd significant decimal place,
    and sometimes even better). Please let us know if you find edge cases where this
    is not true. More details are available in the dedicated "Performance tips"
    section of the vignette and help documentation, including advice for combining
    collapsing with emfx(..., vcov = FALSE) (which yields an even more dramatic
    speed boost but at a cost of not reporting any standard errors).

  • Users can now use a 1 on the fml RHS to indicate that there are no control
    as part of the etwfe call, e.g. etwfe(y ~ 1, ...). This provides a second
    way of doing this, alongside the existing 0 option, e.g. etwfe(y ~ 0, ...)

Bug fixes

  • Internal code and tests have been updated to account for some upstream
    breaking changes in marginaleffects 0.9.0 (#20, thanks @vincentarelbundock).
    From the user side, the most notable changes are that we no longer have to call
    summary() on emfx objects for pretty printing, and that the (former) "dydx"
    column of the resulting object is now named "estimate". These changes are
    reflected in the updated documentation.

Other

  • Various documentation improvements. For example, the aforementioned sections
    on Heterogeneous TEs and Performance tips. I have also removed some warnings
    about the use of time-varying controls (#17). In truth, I can't quite recall why
    I included these warnings in the first place and testing confirms that it does
    not appear to pose a problem for the ETWFE framework. Thanks to Felix Pretis for
    prompting me to revisit this implicit restriction, including forwarding some
    relevant correspondence with Prof. Wooldridge.

  • data.table is added to Imports and thus becomes a direct dependency. It
    was already an indirect dependency through marginaleffects.

  • It's now possible to install the development version of the package from
    R-universe. Details are provided in the README.

v0.2.0

11 Jan 19:14
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Minor release with a few bug fixes and enhancements. See changelog.

v0.1.0

14 Dec 16:51
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Coinciding with the the initial CRAN release.