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Compare CARs Across Groups

Source: R/cross_sectional.R
car_by_group.Rd

Performs a t-test (two groups) or ANOVA (3+ groups) to test whether CARs differ significantly across groups.

Usage

car_by_group(task, group_var = "group", car_window = NULL)

Arguments

task

A fitted EventStudyTask.

group_var

Name of the grouping variable. Defaults to "group" (the standard group column in EventStudyTask).

car_window

Optional two-element vector for CAR window.

Value

A list with test results and group-level summary statistics.

See also

Other eventstudy-statistics: ARTTest, BHARTTest, BMPTest, CARTTest, CSectTTest, CalendarTimePortfolioTest, GeneralizedSignTest, KolariPynnonenTest, MultiEventStatisticsSet, PatellZTest, RankTest, SignTest, SingleEventStatisticsSet, StatisticsSetBase, TestStatisticBase, adjust_p_values(), bootstrap_test(), car_quantiles(), cross_sectional_regression(), model_diagnostics(), pretrend_test(), simulate_event_study(), validate_task()