base_did

This data has been generated to illustrate the use of difference in difference functions in
package fixest. This is a balanced panel of 104 individuals and 10 periods.
About half the individuals are treated, the treatment having a positive effect on
the dependent variable <code>y</code> after the 5th period. The effect of the treatment on <code>y</code> is gradual.

datasets

Fast and user-friendly estimation of econometric models with multiple fixed-effects. Includes ordinary least squares (OLS), generalized linear models (GLM) and the negative binomial.
The core of the package is based on optimized parallel C++ code, scaling especially well for large data sets. The method to obtain the fixed-effects coefficients is based on Berge (2018) <https://github.com/lrberge/fixest/blob/master/_DOCS/FENmlm_paper.pdf>.
Further provides tools to export and view the results of several estimations with intuitive design to cluster the standard-errors.

Laurent Berge

fixest

Fast Fixed-Effects Estimations

Sebastian Krantz

Grant McDermott

Russell Lenth

base_did function

<code>base_did</code> is a data frame with 1,040 observations and 6 variables named
<code>y</code>, <code>x1</code>, <code>id</code>, <code>period</code>, <code>post</code> and <code>treat</code>.
<dl>
<dt>y</dt>
<dd>The dependent variable affected by the treatment.</dd><dt>x1</dt>
<dd>An explanatory variable.</dd><dt>id</dt>
<dd>Identifier of the individual.</dd><dt>period</dt>
<dd>From 1 to 10</dd><dt>post</dt>
<dd>Indicator taking value 1 if the period is strictly greater than 5, 0 otherwise.</dd><dt>treat</dt>
<dd>Indicator taking value 1 if the individual is treated, 0 otherwise.</dd></dl>

Format

Sample data for difference in difference — base_did

<code>base_did</code> is a data frame with 1,040 observations and 6 variables named
<code>y</code>, <code>x1</code>, <code>id</code>, <code>period</code>, <code>post</code> and <code>treat</code>.
<dl>
<dt>y</dt>
<dd>The dependent variable affected by the treatment.</dd>

<dt>x1</dt>
<dd>An explanatory variable.</dd>

<dt>id</dt>
<dd>Identifier of the individual.</dd>

<dt>period</dt>
<dd>From 1 to 10</dd>

<dt>post</dt>
<dd>Indicator taking value 1 if the period is strictly greater than 5, 0 otherwise.</dd>

<dt>treat</dt>
<dd>Indicator taking value 1 if the individual is treated, 0 otherwise.</dd>



</dl>

base_did: Sample data for difference in difference

Description

Usage

Arguments

Format