The didhetero package provides tools to construct doubly robust uniform confidence bands (UCB) for the group-time conditional average treatment effect (CATT) function given a pre-treatment continuous covariate of interest and a variety of useful summary parameters in the staggered difference-in-differences setup of Callaway and Sant’Anna (2021).
This package is useful for understanding the heterogeneity in treatment effects with respect to groups, periods, and covariate values in the staggered DiD setting.
The uniform inference methods are developed by Imai, Qin, and Yanagi (2025) “Doubly Robust Uniform Confidence Bands for Group-Time Conditional Average Treatment Effects in Difference-in-Differences”.
Installation
Get the package from GitHub:
# install.packages("devtools") # if needed
devtools::install_github("tkhdyanagi/didhetero", build_vignettes = TRUE)Vignette
For more details, see the package vignette with:
# Getting Started with the didhetero Package
vignette("didhetero")References
Callaway, B., & Sant’Anna, P. H. (2021). Difference-in-differences with multiple time periods. Journal of Econometrics, 225(2), 200-230. Link
Imai, S., Qin, L., & Yanagi, T. (2025). Doubly Robust Uniform Confidence Bands for Group-Time Conditional Average Treatment Effects in Difference-in-Differences. arXiv preprint arXiv:2305.02185. Link