Plot an event study from group-time effects

Plots the dynamic aggregation of attgt() (ATT(e) by event time), the cohort or calendar aggregation, or the group-time effects ATT(g, t) themselves. The default style ("classic") draws filled points with capped pointwise confidence intervals, a solid line at zero and, for event time, a dashed line at treatment onset labelled "Intervention". When the fit has uniform confidence bands (cband = TRUE), they are drawn as light grey bars behind the pointwise intervals.

Usage

# S3 method for class 'panglm_attgt'
plot(
  x,
  type = c("dynamic", "group", "calendar", "gt", "heatmap"),
  min_e = -Inf,
  max_e = Inf,
  ncol = NULL,
  xlab = NULL,
  ylab = "Estimated ATT",
  main = NULL,
  ylim = NULL,
  legend = FALSE,
  style = c("classic", "points", "line"),
  ref = -1,
  onset = NULL,
  onset_label = NA,
  caps = NULL,
  cells = FALSE,
  digits = 2,
  ...
)

# S3 method for class 'summary.panglm_attgt'
plot(
  x,
  type = NULL,
  min_e = -Inf,
  max_e = Inf,
  xlab = NULL,
  ylab = "Estimated ATT",
  main = NULL,
  ylim = NULL,
  legend = FALSE,
  style = c("classic", "points", "line"),
  ref = -1,
  onset = NULL,
  onset_label = NA,
  caps = NULL,
  ...
)

Arguments

x: a "panglm_attgt" fit from attgt(), or its summary
type: what to plot (for a fit): "dynamic" (event study), "group", "calendar", "gt" (the group-time effects, one panel per cohort) or "heatmap" (the group-time effects as a cohort by period heat map)
min_e, max_e: event window (event time for "dynamic", calendar time for "gt" and "heatmap")
ncol: number of panel columns for type = "gt" (default: about the square root of the number of cohorts)
xlab, ylab, main: axis labels and title
ylim: y-axis limits; for the heat map, the limits of the colour scale (default: symmetric around zero)
legend: logical: add a compact legend of the symbols (the heat map always has its colour bar)
style: "classic" (default), "points" or "line" (see Styles); for the event-time, cohort and calendar plots
ref: event time of the reference period, marked when its estimate is exactly zero (see Styles); NULL marks none
onset: position of the dashed treatment-onset line on the event time axis: NULL gives 0 for style = "classic" and -0.5 (between the last pre-treatment and the first treated period) otherwise
onset_label: text written above the onset line; the default (NA) is "Intervention" for style = "classic" and none otherwise, NULL suppresses it
caps: logical: draw caps on the confidence-interval whiskers; the default (NULL) draws them for style = "classic" only
cells: logical: print the estimates in the cells of the heat map
digits: number of decimals of the printed estimates
...: passed to summary.panglm_attgt() (balance_e, level) and then to graphics::plot()

Value

the plotted summary, invisibly; for type = "gt" and "heatmap", the plotted rows of the estimates of the fit (with a logical column pre for the heat map)

Details

With type = "gt", one small panel per treatment cohort shows ATT(g, t) against calendar time, with the cohort size in the panel title, a dashed line at adoption and a common y axis (as did::ggdid()). The uniform bands of a cband = TRUE fit are simultaneous over all ATT(g, t).

With type = "heatmap", the ATT(g, t) are shown as a cohort (rows, earliest adopters at the top) by calendar period (columns) heat map, on a blue-white-red scale centred at zero with a colour bar. Pre-treatment cells are hatched, a thick black edge marks the adoption of each cohort and grey cells have no estimate. With cells = TRUE the estimates are printed in the cells, in bold with a star when the pointwise confidence interval excludes zero.

Styles

style = "classic" (the default) is the textbook dynamic difference-in-differences figure: filled points with capped whiskers, the reference period as an open circle at zero without a whisker, a solid line at zero and a dashed vertical line at event time 0 labelled "Intervention" above the plot. style = "points" draws hollow points before treatment and filled points after, an open diamond at the reference period, uncapped intervals, a dotted zero line and the onset line at -0.5, between the last pre-treatment and the first treated period. style = "line" joins the estimates by a line and shades the pointwise confidence intervals (and, lighter, the uniform bands), with the onset line at -0.5. The cohort panels of type = "gt" always use the "points" look.

The reference period is the event time ref when its estimate is exactly zero, that is when it is omitted or normalized. With base = "universal" in attgt() the effect at event time -1 is normalized to zero and drawn as the reference. With the default base = "varying" no period is omitted (each pre-treatment estimate is a short difference), so no reference period is drawn.

Examples

set.seed(2)
d <- expand.grid(id = 1:150, t = 1:8)
d$first <- rep(c(4, 6, NA), each = 50)[d$id]
d$y <- rnorm(150)[d$id] + 0.2 * d$t +
  ifelse(!is.na(d$first) & d$t >= d$first, 1, 0) + rnorm(nrow(d))
fit <- attgt(y ~ 1, d, index = c("id", "t"), treat = "first")
plot(fit)

plot(fit, min_e = -2, max_e = 2, legend = TRUE)

plot(fit, type = "gt")

plot(fit, type = "group")

plot(fit, type = "heatmap", cells = TRUE)

plot(fit, style = "points", legend = TRUE)

plot(fit, style = "line")

# with a universal base period, event time -1 is the reference (zero)
fu <- attgt(y ~ 1, d, index = c("id", "t"), treat = "first", base = "universal")
plot(fu, min_e = -3, max_e = 3)