Releases: grantmcdermott/etwfe
v0.5.0
For details, see: https://github.com/grantmcdermott/etwfe/blob/main/NEWS.md#etwfe-050
What's Changed
- Add
emfx(..., predict)
arg by @grantmcdermott in #49 - test fix in advance of marginaleffects 0.24.0 by @vincentarelbundock in #50
- lean by @grantmcdermott in #51
- plot.emfx by @grantmcdermott in #54
- collapse -> compress by @grantmcdermott in #57
- Lean false by @grantmcdermott in #58
Full Changelog: v0.4.0...v0.5.0
v0.4.0
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 βgroupβ variable in formula (#41).
Documentation
- Render markdown in man pages by @etiennebacher in #44
New Contributors
- @etiennebacher made their first contribution in #44
Full Changelog: v0.3.5...v0.4.0
v0.3.5
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
v0.3.3
v0.3.2
What's Changed
- Fix xvar center by @grantmcdermott in #30
- Multiple xvar levels by @grantmcdermott in #34
- Offset now works f095ae5
- modelsummary 1.4.0 by @vincentarelbundock in #31
Full Changelog: v0.3.1...v0.3.2
v0.3.1
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 toemfx()
.
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
New features and enhancements
-
Support for estimating heterogeneous treatment effects via the new
etwfe(..., xvar = <xvar>
argument (#16, thanks to @frederickluser).
Automatically extends toemfx()
via the latter'sby_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 withemfx(..., 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 theetwfe
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()
onemfx
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
v0.1.0
Coinciding with the the initial CRAN release.