did: Treatment Effects with Multiple Periods and Groups

The standard Difference-in-Differences (DID) setup involves two periods and two groups – a treated group and untreated group. Many applications of DID methods involve more than two periods and have individuals that are treated at different points in time. This package contains tools for computing average treatment effect parameters in Difference in Differences setups with more than two periods and with variation in treatment timing using the methods developed in Callaway and Sant'Anna (2021) <doi:10.1016/j.jeconom.2020.12.001>. The main parameters are group-time average treatment effects which are the average treatment effect for a particular group at a a particular time. These can be aggregated into a fewer number of treatment effect parameters, and the package deals with the cases where there is selective treatment timing, dynamic treatment effects, calendar time effects, or combinations of these. There are also functions for testing the Difference in Differences assumption, and plotting group-time average treatment effects.

Version: 2.1.2
Depends: R (≥ 3.5)
Imports: BMisc (≥ 1.4.4), Matrix, pbapply, ggplot2, ggpubr, DRDID, generics, methods, tidyr
Suggests: rmarkdown, plm, here, knitr, covr
Published: 2022-07-20
Author: Brantly Callaway [aut, cre], Pedro H. C. Sant'Anna [aut]
Maintainer: Brantly Callaway <brantly.callaway at uga.edu>
License: GPL-2
URL: https://bcallaway11.github.io/did/, https://github.com/bcallaway11/did/
NeedsCompilation: no
Citation: did citation info
Materials: README NEWS
In views: CausalInference, Econometrics
CRAN checks: did results

Documentation:

Reference manual: did.pdf
Vignettes: Problems with two-way fixed-effects event-study regressions
Getting Started with the did Package
Writing Extensions to the did Package
Introduction to DiD with Multiple Time Periods
Pre-Testing in a DiD Setup using the did Package

Downloads:

Package source: did_2.1.2.tar.gz
Windows binaries: r-devel: did_2.1.2.zip, r-release: did_2.1.2.zip, r-oldrel: did_2.1.2.zip
macOS binaries: r-release (arm64): did_2.1.2.tgz, r-oldrel (arm64): did_2.1.2.tgz, r-release (x86_64): did_2.1.2.tgz
Old sources: did archive

Reverse dependencies:

Reverse imports: did2s, optic
Reverse suggests: etwfe, modelsummary

Linking:

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