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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).

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

Generate TWFE data
Simulated data with two treatment groups and heterogenous effects
Simulated data with two treatment groups and homogenous effects
Data from Cheng and Hoekstra (2013)