Hi,
I'm using a shift-share instrument on a project, where I assume the exogeneity of the shocks - in part following Borusyak, Hull and Jaravel's papers as an empirical guide. As a robustness check of sorts, I'm trying to work out how to use the ssaggregate package to transform my dataset from location-level to industry-level, to calculate exposure-robust SEs.
How does ssaggregate work with multiple industries with the dataset in the wide format - how should one specify n() and s()? Any help/point towards resources is much appreciated!
Best,
I'm using a shift-share instrument on a project, where I assume the exogeneity of the shocks - in part following Borusyak, Hull and Jaravel's papers as an empirical guide. As a robustness check of sorts, I'm trying to work out how to use the ssaggregate package to transform my dataset from location-level to industry-level, to calculate exposure-robust SEs.
How does ssaggregate work with multiple industries with the dataset in the wide format - how should one specify n() and s()? Any help/point towards resources is much appreciated!
Best,
