Function reference • did2s

Imputation Estimator

Imputation estimators of difference-in-differences uses not-treated/not-yet-treated observations to estimate Y(0). Then treatment effects are estimated using Y(1) - Yhat(0) (how aggregate treatment effects are estimated depends on the function).

did2s(): Calculate two-stage difference-in-differences following Gardner (2021)

Event Study ‘Robustness Checks’

Uses the estimation procedures recommended from Borusyak, Jaravell, Spiess (2021); Callaway and Sant’Anna (2020); Gardner (2021); Roth and Sant’Anna (2021); and Sun and Abraham (2020)

event_study() plot_event_study(): Estimate event-study coefficients using TWFE and 5 proposed improvements.

Example Data and DGP Function

gen_data(): Generate TWFE data

df_het: Simulated data with two treatment groups and heterogenous effects

df_hom: Simulated data with two treatment groups and homogenous effects

castle: Data from Cheng and Hoekstra (2013)