fetch_bonus {DoubleML}R Documentation

Data set on the Pennsylvania Reemployment Bonus experiment.

Description

Preprocessed data set on the Pennsylvania Reemploymnent Bonus experiment. The raw data files are preprocessed to reproduce the examples in Chernozhukov et al. (2020). An internet connection is required to sucessfully download the data set.

Usage

fetch_bonus(return_type = "DoubleMLData", polynomial_features = FALSE)

Arguments

return_type

(character(1))
If "DoubleMLData", returns a DoubleMLData object. If "data.frame" returns a data.frame(). If "data.table" returns a data.table(). Default is "DoubleMLData".

polynomial_features

(logical(1))
If TRUE polynomial freatures are added (see replication file of Chernozhukov et al. (2018)).

Details

Variable description, based on the supplementary material of Chernozhukov et al. (2020):

The supplementary data of the study by Chernozhukov et al. (2018) is available at https://academic.oup.com/ectj/article/21/1/C1/5056401#supplementary-data.

The supplementary data of the study by Bilias (2000) is available at https://www.journaldata.zbw.eu/dataset/sequential-testing-of-duration-data-the-case-of-the-pennsylvania-reemployment-bonus-experiment.

Value

A data object according to the choice of return_type.

References

Bilias Y. (2000), Sequential Testing of Duration Data: The Case of Pennsylvania ‘Reemployment Bonus’ Experiment. Journal of Applied Econometrics, 15(6): 575-594.

Chernozhukov, V., Chetverikov, D., Demirer, M., Duflo, E., Hansen, C., Newey, W. and Robins, J. (2018), Double/debiased machine learning for treatment and structural parameters. The Econometrics Journal, 21: C1-C68. doi:10.1111/ectj.12097.

Examples

library(DoubleML)
df_bonus = fetch_bonus(return_type = "data.table")
obj_dml_data_bonus = DoubleMLData$new(df_bonus,
  y_col = "inuidur1",
  d_cols = "tg",
  x_cols = c(
    "female", "black", "othrace", "dep1", "dep2",
    "q2", "q3", "q4", "q5", "q6", "agelt35", "agegt54",
    "durable", "lusd", "husd"
  )
)
obj_dml_data_bonus

[Package DoubleML version 1.0.0 Index]