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 covariate of interest in the staggered difference-in-differences setup of Callaway and Sant’Anna (2021). The uniform inference procedures are developed by Imai, Qin, and Yanagi (2023) “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. (2023). Doubly Robust Uniform Confidence Bands for Group-Time Conditional Average Treatment Effects in Difference-in-Differences. arXiv preprint arXiv:2305.02185. Link