HDdiffindiff

Doubly Robust Semiparametric Difference-in-Differences Estimators with High Dimensional Data If you use this package, please cite our article below:

Ning, Peng and Tao (2020), "Doubly Robust Semiparametric Difference-in-Differences Estimators with High Dimensional Data"

To install this package

library(devtools) 
install_version("flare","1.6.0")
install_github("psdsam/HDdiffindiff")
library(HDdiffindiff)

The functions in this package are: highdimdiffindiff_crossfit: Main function to implement the Doubly Robust Semiparametric Difference-in-Differences Estimators with sample splitting highdimdiffindiff_crossfit_inside: called by highdimdiffindiff_crossfit to compute and debias the estimators. Examplehighdimdiffindiff: Implement a simple example to demonstrate the method.

Example usage:

f = Examplehighdimdiffindiff(n0=1000)