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TWOWAYFEWEIGHTS: Stata module to estimate the weights and measure of robustness to treatment effect heterogeneity attached to two-way fixed effects regressions

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  • Clément de Chaisemartin

    (UC Santa Barbara - University of California [Santa Barbara] - UC - University of California, ECON - Département d'économie (Sciences Po) - Sciences Po - Sciences Po - CNRS - Centre National de la Recherche Scientifique)

  • Xavier d'Haultfoeuille

    (CREST - Centre de Recherche en Économie et Statistique - ENSAI - Ecole Nationale de la Statistique et de l'Analyse de l'Information [Bruz] - X - École polytechnique - ENSAE Paris - École Nationale de la Statistique et de l'Administration Économique - CNRS - Centre National de la Recherche Scientifique)

  • Antoine Deeb

    (UC Santa Barbara - University of California [Santa Barbara] - UC - University of California, World Bank Group)

Abstract

twowayfeweights estimates the weights and the measure of robustness to treatment effect heterogeneity attached to the two-way fixed effects regressions studied in Chaisemartin & D'Haultfoeuille (2018), it can also compute inference measures for the weights.

Suggested Citation

  • Clément de Chaisemartin & Xavier d'Haultfoeuille & Antoine Deeb, 2019. "TWOWAYFEWEIGHTS: Stata module to estimate the weights and measure of robustness to treatment effect heterogeneity attached to two-way fixed effects regressions," SciencePo Working papers Main hal-03946777, HAL.
    • Handle: RePEc:hal:spmain:hal-03946777
    Note: View the original document on HAL open archive server: https://hal-sciencespo.archives-ouvertes.fr/hal-03946777
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    Cited by:

    1. Chloé Zapha & Banque de France, 2023. "Access to Credit after Emerging from Corporate Bankruptcy," Working Papers halshs-03957890, HAL.
    2. Arendt, Jacob Nielsen & Bolvig, Iben, 2023. "Trade-offs between work-first and language-first strategies for refugees," Economics of Education Review, Elsevier, vol. 92(C).
    3. Rienks, Harm, 2023. "Corruption, scandals and incompetence: Do voters care?," European Journal of Political Economy, Elsevier, vol. 79(C).

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