Package: did2s 1.1.0

Kyle Butts

did2s: Two-Stage Difference-in-Differences Following Gardner (2021)

Estimates Two-way Fixed Effects difference-in-differences/event-study models using the approach proposed by Gardner (2021) <doi:10.48550/arXiv.2207.05943>. To avoid the problems caused by OLS estimation of the Two-way Fixed Effects model, this function first estimates the fixed effects and covariates using untreated observations and then in a second stage, estimates the treatment effects.

Authors:Kyle Butts [aut, cre], John Gardner [aut], Grant McDermott [ctb], Laurent Berge [ctb]

did2s_1.1.0.tar.gz
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did2s.pdf |did2s.html✨
did2s/json (API)
NEWS

# Install 'did2s' in R:

install.packages('did2s', repos = c('https://kylebutts.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/kylebutts/did2s/issues

Datasets:

castle - Data from Cheng and Hoekstra
df_het - Simulated data with two treatment groups and heterogenous effects
df_hom - Simulated data with two treatment groups and homogenous effects

On CRAN:

7.59 score 93 stars 140 scripts 582 downloads 7 exports 87 dependencies

Last updated 5 months agofrom:078f717c7e. Checks:OK: 1 NOTE: 6. Indexed: yes.

Target	Result	Date
Doc / Vignettes	OK	Oct 31 2024
R-4.5-win	NOTE	Oct 31 2024
R-4.5-linux	NOTE	Oct 31 2024
R-4.4-win	NOTE	Oct 31 2024
R-4.4-mac	NOTE	Oct 31 2024
R-4.3-win	NOTE	Oct 31 2024
R-4.3-mac	NOTE	Oct 31 2024

Exports:did2s event_study gen_data get_honestdid_obj_did2s honest_did_did2s plot_event_study sparse_model_matrix

Dependencies:abind backports BH bigmemory bigmemory.sri BMisc boot broom car carData cli colorspace corrplot cowplot cpp11 data.table Deriv did didimputation doBy dplyr DRDID dreamerr fansi farver fastglm fixest Formula generics ggplot2 ggpubr ggrepel ggsci ggsignif glue gridExtra gtable isoband labeling lattice lifecycle lme4 magrittr MASS Matrix MatrixModels mgcv microbenchmark minqa modelr munsell nlme nloptr nnet numDeriv pbapply pbkrtest pillar pkgconfig polynom purrr quantreg R6 RColorBrewer Rcpp RcppArmadillo RcppEigen rlang rstatix sandwich scales SparseM staggered stringi stringmagic stringr survival tibble tidyr tidyselect trust utf8 uuid vctrs viridisLite withr zoo

Two-Stage Difference-in-Differences

Rendered fromTwo-Stage-Difference-in-Differences.Rmdusingknitr::rmarkdownon Oct 31 2024.

Last update: 2024-06-21
Started: 2021-06-02

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Data from Cheng and Hoekstra (2013)	castle
Simulated data with two treatment groups and heterogenous effects	df_het
Simulated data with two treatment groups and homogenous effects	df_hom
Calculate two-stage difference-in-differences following Gardner (2021)	did2s
Estimate event-study coefficients using TWFE and 5 proposed improvements.	event_study plot_event_study
Generate TWFE data	gen_data
get_honestdid_obj_did2s	get_honestdid_obj_did2s
honest_did_did2s	honest_did_did2s
Design matrix of a 'fixest' object returned in sparse format	sparse_model_matrix