arXiv 10 Sep 2021 · Econometrics · publishedThe R Journal (2022)
arXiv:2109.05913 · PDF · DOI · OpenAlex · Extracted main text
Recent work has highlighted the difficulties of estimating difference-in-differences models when treatment timing occurs at different times for different units. This article introduces the R package did2s which implements the estimator introduced in Gardner (2021). The article provides an approachable review of the underlying econometric theory and introduces the syntax for the function did2s. Further, the package introduces a function, event_study, that provides a common syntax for all the modern event-study estimators and plot_event_study to plot the results of each estimator.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | J. Gardner (2021) Two-Stage Difference-in-Differences | 1.000 | 7 | 4 | 100% |
| 2 | L. Sun and S. Abraham (2020) Estimating dynamic treatment effects in event studies with heterogeneous treatment effects | 0.928 | 4 | 3 | 100% |
| 3 | K. Borusyak, X. Jaravel, and J. Spiess (2021) Revisiting event study designs: Robust and efficient estimation | 0.737 | 3 | 2 | 100% |
| 4 | C. de Chaisemartin and X. D’Haultfoeuille (2019) Two-way Fixed Effects Estimators with Heterogeneous Treatment Effects | 0.737 | 3 | 2 | 100% |
| 5 | L. Bergé (2018) Efficient estimation of maximum likelihood models with multiple fixed-effects: the R package FENmlm | 0.644 | 2 | 2 | 100% |
| 6 | A. Goodman-Bacon (2018) Difference-in-Differences with Variation in Treatment Timing | 0.644 | 2 | 2 | 100% |
| 7 | W. Newey and D. McFadden (1986) Large sample estimation and hypothesis testing | 0.511 | 2 | 1 | 100% |
| 8 | C. Caetano, B. Callaway, S. Payne, and H. S. Rodrigues (2022) Difference in differences with time-varying covariates | 0.405 | 1 | 1 | 100% |
| 9 | B. Callaway and P. H. Sant’Anna (2020) Difference-in-differences with multiple time periods | 0.405 | 1 | 1 | 100% |
| 10 | R. Frisch and F. V. Waugh (1933) Partial time regressions as compared with individual trends | 0.405 | 1 | 1 | 100% |
Showing the top 10 of 15 scored citations.