Computes a variation of the point estimate and standard errors of the
coefficient of interest when dropping low weight observations.
Usage
idid_drop_change(reg, var_interest, prop_drop, ...)
Arguments
- reg
A regression object.
- var_interest
A string. The name of the main variable of interest.
- prop_drop
Proportion of observations to drop
- ...
Additional elements to pass to the regression function when
partialling out controls.
Value
A dataframe with one row and 3 columns:
prop_drop: the proportion of data dropped
prop_change_est: the relative change between the full sample and
droped estimates
prop_change_se: the relative change between the full sample and
droped s.e.
Examples
reg_ex <- ggplot2::economics |>
lm(formula = unemploy ~ pce + uempmed + psavert + pop)
idid_drop_change(reg_ex, "pce", prop_drop = 0.1)
#> prop_drop prop_change_est prop_change_se
#> 1 0.1 0.002222509 -0.00399835