An R package on CRAN and Github of two sample tests, testing the null that two samples come from the same distribution.
- DTS: novel statistic proposed in associated paper here (and on arXiv)
- Approximately the integral of variance weighted ECDF differences.
- High power in variety of settings. (See comparisons to maximal power (T-test and F-test) in the paper)
- Other included test statistics: Kolmogorov-Smirnov, Kuiper, Cramer-Von Mises, Anderson-Darling, Wasserstein
- Fast (C++) test statistic calculations
- Critical for slower ECDF based tests
- Randomization for the null distribution and p-values
- Validity under assumption that observations are independent
Synthetic Controls With Spillovers
R code implementing the routine proposed in my paper with Jianfei Cao.
- Calculate SCM weights for every observation in the data
- Estimates treatment effect with spillovers
- Inference based on ‘random treatment timing’
- Data and code to run cigarrette example in our paper
- See Jianfei’s website for Matlab code.