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{did2s}: Two-Stage Difference-in-Differences

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  • Kyle Butts
  • John Gardner

Abstract

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.

Suggested Citation

  • Kyle Butts & John Gardner, 2021. "{did2s}: Two-Stage Difference-in-Differences," Papers 2109.05913, arXiv.org, revised May 2022.
    • Handle: RePEc:arx:papers:2109.05913
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    File URL: http://arxiv.org/pdf/2109.05913
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    References listed on IDEAS

    as
    1. Callaway, Brantly & Sant’Anna, Pedro H.C., 2021. "Difference-in-Differences with multiple time periods," Journal of Econometrics, Elsevier, vol. 225(2), pages 200-230.
    2. Laurent Bergé, 2018. "Efficient estimation of maximum likelihood models with multiple fixed-effects: the R package FENmlm," DEM Discussion Paper Series 18-13, Department of Economics at the University of Luxembourg.
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    Cited by:

    1. Brantly Callaway, 2022. "Difference-in-Differences for Policy Evaluation," Papers 2203.15646, arXiv.org.

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