which group (defined by period first treated) an group-time average treatment effect is for

group

which time period a group-time average treatment effect is for

the group-average treatment effect for group <code>group</code> and time period <code>t</code>

the variance matrix for group-time average treatment effects

critical value if one is obtaining uniform confidence bands

the influence function for estimating group-time average treatment effects

inffunc

the Wald statistic for pre-testing the common trends assumption

the p-value of the Wald statistic for pre-testing the
common trends assumption

Wpval

an aggregate treatment effects object

aggte

The standard Difference-in-Differences (DID) setup involves two periods and two groups -- a treated group and untreated group. Many applications of DID methods involve more than two periods and have individuals that are treated at different points in time. This package contains tools for computing average treatment effect parameters in Difference in Differences models with more than two periods and with variation in treatment timing using the methods developed in Callaway and Sant'Anna (2019) <https://ssrn.com/abstract=3148250>. The main parameters are group-time average treatment effects which are the average treatment effect for a particular group at a a particular time. These can be aggregated into a fewer number of treatment effect parameters, and the package deals with the cases where there is selective treatment timing, dynamic treatment effects, calendar time effects, or combinations of these. There are also functions for testing the Difference in Differences assumption, and plotting group-time average treatment effects.

MP: MP

Description

Usage

Arguments

Value