CRAN/E | DIDmultiplegt

DIDmultiplegt

Estimation in DID with Multiple Groups and Periods

Installation

About

Estimate the effect of a treatment on an outcome in sharp Difference-in-Difference designs with multiple groups and periods. It computes the DIDM estimator introduced in Section 4 of "Two-Way Fixed Effects Estimators with Heterogeneous Treatment Effects" (Chaisemartin, D'Haultfoeuille (2020) doi:10.1257/aer.20181169), which generalizes the standard DID estimator with two groups, two periods and a binary treatment to situations with many groups,many periods and a potentially non-binary treatment. For each pair of consecutive time periods t-1 and t and for each value of the treatment d, the package computes a DID estimator comparing the outcome evolution among the switchers, the groups whose treatment changes from d to some other value between t-1 and t, to the same evolution among control groups whose treatment is equal to d both in t-1 and t. Then the DIDM estimator is equal to the average of those DIDs across all pairs of consecutive time periods and across all values of the treatment. Under a parallel trends assumption, DIDM is an unbiased and consistent estimator of the average treatment effect among switchers, at the time period when they switch. The package can also compute placebo estimators that can be used to test the parallel trends assumption. Finally, in staggered adoption designs where each group's treatment is weakly increasing over time, it can compute estimators of switchers' dynamic treatment effects, one time period or more after they have started receiving the treatment.

Key Metrics

Version 0.1.3
R ≥ 3.4.0
Published 2024-02-29 48 days ago
Needs compilation? no
License MIT
License File
CRAN checks DIDmultiplegt results

Downloads

Yesterday 47
Last 7 days 148 -23%
Last 30 days 799 +2%
Last 90 days 1.893 +2266%
Last 365 days 2.547 -39%

Maintainer

Maintainer

Diego Ciccia

diego.ciccia@sciencespo.fr

Authors

Shuo Zhang

aut

Clément de Chaisemartin

aut

Diego Ciccia

cre

Material

README
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

DIDmultiplegt archive

Depends

R ≥ 3.4.0

Imports

dplyr ≥ 1.0.0
fixest ≥ 0.6.0
plotrix
stringr
sampling
stats
parallel
assertthat
wooldridge

Reverse Suggests

rdss