Event-study DiD specification — morie_did_event

Thin wrapper around fixest::feols with fixest::i() relative-time dummies, plus unit and time fixed effects. The reference_period is dropped as the baseline. Hard-errors if fixest is not installed.

Usage

morie_did_event_study(
  data,
  outcome,
  unit,
  time,
  treatment_time,
  covariates = NULL,
  reference_period = -1L,
  leads = 4L,
  lags = 4L,
  cluster = NULL,
  alpha = 0.05
)

Arguments

data: Panel data frame.
outcome: Outcome column.
unit: Unit identifier column.
time: Calendar-time column (integer-valued).
treatment_time: Column giving the period in which each unit first received treatment (Inf or NA for never-treated units).
covariates: Optional time-varying covariates.
reference_period: Relative-time period omitted as baseline (default -1).
leads: Number of pre-treatment periods to include.
lags: Number of post-treatment periods to include.
cluster: Cluster variable for standard errors (defaults to unit).
alpha: Significance level.

Value

A list with coefficients (data frame), reference_period, pre_trend_f_stat, pre_trend_p_value, and details.

Details

For sun-Abraham interaction-weighted estimation prefer fixest::sunab() directly.