This profile hosts the R and Stata repositories of DiD estimators maintained by Clément de Chaisemartin and his ERC REALLYCREDIBLE Team.
The repositories include the source code, tests, data and help files that have been used for the packages listed below.
All the packages in this profile are also hosted on the SSC (Stata) and CRAN (R).
Please refer to the README files in the repositories for the references and Q&As related to each package.
The email contact of the ERC Team is chaisemartin.packages@gmail.com.
- twowayfeweights: Estimates the weights attached to the two-way fixed effects regressions studied in de Chaisemartin & D’Haultfoeuille (2020a), as well as summary measures of these regressions’ robustness to heterogeneous treatment effects.
- did_multiplegt_dyn: Estimation of event-study Difference-in-Difference (DID) estimators in designs with multiple groups and periods, and with a potentially non-binary treatment that may increase or decrease multiple times, based on de Chaisemartin & D'Haultfoeuille (2024a).
- did_multiplegt: Estimation in Difference-in-Difference (DID) designs with multiple groups and periods based on de Chaisemartin & D'Haultfoeuille (2020a, 2020b, 2020c).
- yatchew_test: Non-parametric test of the linearity of a conditional expectation, based on Yatchew (1997) and de Chaisemartin and D'Haultfoeuille (2024b).
- did_had: Heterogeneity-robust DID estimator in heterogeneous adoption designs without stayers but with some quasi-stayers, based on de Chaisemartin and D'Haultfoeuille (2024b).
This folder hosts also:
- ApplicationData: datasets used in applications of de Chaisemartin and D'Haultfoeuille estimators.
- ReplicationPackages: scripts used in applications of de Chaisemartin and D'Haultfoeuille estimators.
Funded by the European Union (ERC, REALLYCREDIBLE,GA N°101043899). Views and opinions expressed are however those of the author(s) only and do not necessarily reflect those of the European Union or the European Research Council Executive Agency. Neither the European Union nor the granting authority can be held responsible for them.