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insongkim / PanelMatch

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Bootstrap Confidence Intervals #91

Closed RobbyMax1999 closed 2 years ago

RobbyMax1999 commented 2 years ago

Hello and thanks for this great package and contribution to the community. I have a question about the bootstrap confidence intervals. Some of the confidence intervals I am getting turn out to be asymmetrically bounded at zero into one direction for the att estimates (one example: the att estimate is very small, and the confidence interval skewed heavily away from zero into one direction and zero on the other). Would you have any insight if and/or under which conditions such a result makes sense? Thanks, R.

kosukeimai commented 2 years ago

This can happen especially in a small sample.