Heterogeneity-robust DiD (de Chaisemartin & D'Haultfoeuille, 2020) — morie_did_chaisemartin

Thin wrapper around DIDmultiplegt::did_multiplegt. Computes the instantaneous treatment effect for switchers using appropriate comparisons. Hard-errors if DIDmultiplegt is not installed.

Usage

morie_did_chaisemartin_dhaultfoeuille(
  data,
  outcome,
  treatment,
  unit,
  time,
  n_bootstrap = 200L,
  seed = 42L,
  alpha = 0.05
)

Arguments

data: Panel data.
outcome, treatment, unit, time: Column names.
n_bootstrap: Bootstrap replications (forwarded as brep).
seed: RNG seed.
alpha: Significance level.

Value

A result list; see morie_did_2x2.

References

de Chaisemartin, C., & D'Haultfoeuille, X. (2020). Two-way fixed effects estimators with heterogeneous treatment effects. American Economic Review, 110(9), 2964–2996.