Locally efficient DR DiD estimatorsThe following functions implement the locally efficient doubly robust difference-in-differences estimators propose by Sant’Anna and Zhao (2020). The resulting estimator remains consistent for the ATT even if either the propensity score or the outcome regression models are misspecified. If all working models are correctly specified, then the estimator achieves the semiparametric efficiency bound. |
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Locally efficient doubly robust DiD estimators for the ATT |
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Improved locally efficient doubly robust DiD estimator for the ATT, with panel data |
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Locally efficient doubly robust DiD estimator for the ATT, with panel data |
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Locally efficient doubly robust DiD estimator for the ATT, with repeated cross-section data |
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Improved locally efficient doubly robust DiD estimator for the ATT, with repeated cross-section data |
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DR DiD estimators that are not locally efficientWhen only repeated cross-section data are available, not all DR DiD estimators are locally efficient, see Sant’Anna and Zhao (2020). The following functions implement these DR DiD estimators that are not locally efficient, though, in practice, we recommend users to favor the estimators in the category above in detriment of these. |
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Doubly robust DiD estimator for the ATT, with repeated cross-section data |
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Improved doubly robust DiD estimator for the ATT, with repeated cross-section data |
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IPW DiD estimatorsThe following functions implement the inverse probability weighted (IPW) difference-in-differences estimators propose by Abadie (2005), with either normalized/stabilized weights (Hajek-type estimators) or with unnormalized weigts (Horvitz-Thompson-type estimators). The resulting IPW DiD estimator is consistent for the ATT only if the propensity score is correctly specified. |
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Inverse probability weighted DiD estimators for the ATT |
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Inverse probability weighted DiD estimator, with panel data |
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Standardized inverse probability weighted DiD estimator, with panel data |
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Inverse probability weighted DiD estimator, with repeated cross-section data |
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Standardized inverse probability weighted DiD estimator, with repeated cross-section data |
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Outcome regression DiD estimatorsThe following functions implement the outcome regression (OR) based difference-in-differences estimators for the ATT, see e.g. Heckman, Ichimura, and Todd (1997). The resulting OR DiD estimator is consistent for the ATT only if the outcome regression model for the evolution of the outcomes for the comparison group is correctly specified. |
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Outcome regression DiD estimators for the ATT |
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Outcome regression DiD estimator for the ATT, with panel data |
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Outcome regression DiD estimator for the ATT, with repeated cross-section data |
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TWFE DiD estimatorsThe following functions implement the two-way fixed-effects (TWFE) difference-in-differences estimators for the ATT. As illustrated by Sant’Anna and Zhao (2020) in their simulation exercise, this class of estimators in general do not recover the ATT in DiD setups with covariates. As so, we encourage users to adopt alternative specifications. |
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Two-way fixed effects DiD estimator, with panel data |
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Two-way fixed effects DiD estimator, with repeated cross-section data |
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DataAvailable datasets in the package. |
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National Supported Work Demonstration dataset |
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National Supported Work Demonstration dataset, in long format |
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Simulated repeated cross-section data |
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Package Documentation |
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DRDID: Doubly Robust Difference-in-Differences Estimators |