fastdid

fast and flexible Difference-in-Differences

https://github.com/tsailintung/fastdid

Science Score: 49.0%

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Keywords

difference-in-differences event-study staggered-did
Last synced: 6 months ago · JSON representation

Repository

fast and flexible Difference-in-Differences

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  • Forks: 4
  • Open Issues: 0
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Topics
difference-in-differences event-study staggered-did
Created over 2 years ago · Last pushed 8 months ago
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README.md

fastdid

<!-- badges: start --> R-CMD-check CRANd <!-- badges: end -->

fastdid implements the Difference-in-Differences (DiD) estimators in Callaway and Sant'Anna's (2021). fastdid is

Getting Started

fastdid can be installed from CRAN,

install.packages("fastdid")

or the latest developmental version can be installed via GitHub,

```

install.packages("devtools")

devtools::install_github("TsaiLintung/fastdid") ```

To use fastdid, you need to provide the dataset data, the column name of time timevar, cohort cohortvar, unit unitvar, and outcome(s) outcomevar. Here is a simple call:

library(fastdid) #loading the package did_sim <- sim_did(1e+03, 10) #simulate some data did_estimate <- fastdid(data = did_sim$dt, timevar = "time", cohortvar = "G", unitvar = "unit", outcomevar = "y") The function returns a data.table that includes the estimates. Column att is the point estimate, se the standard error of the estimate, att_ciub and att_cilb the confidence interval. The other columns indexes the estimated parameter.

To create event study plots, use plot_did_dynamics(did_estimate).

More

  • did: staggered Difference in Difference by Callaway and Sant'Anna
  • fastdid: full list of arguments and features.
  • double: introduction to DiD with multiple events.
  • misc: comparison with did, benchmark, tests, and experimental features.

Acknowledgments

fastdid is created and maintained by Lin-Tung Tsai. Many thanks to Maxwell Kellogg and Kuan-Ju Tseng for their contribution.

Owner

  • Login: TsaiLintung
  • Kind: user

GitHub Events

Total
  • Issues event: 1
  • Watch event: 7
  • Delete event: 5
  • Issue comment event: 1
  • Push event: 23
  • Pull request event: 11
  • Create event: 4
Last Year
  • Issues event: 1
  • Watch event: 7
  • Delete event: 5
  • Issue comment event: 1
  • Push event: 23
  • Pull request event: 11
  • Create event: 4

Packages

  • Total packages: 1
  • Total downloads:
    • cran 266 last-month
  • Total dependent packages: 0
  • Total dependent repositories: 0
  • Total versions: 3
  • Total maintainers: 1
cran.r-project.org: fastdid

Fast Staggered Difference-in-Difference Estimators

  • Versions: 3
  • Dependent Packages: 0
  • Dependent Repositories: 0
  • Downloads: 266 Last month
Rankings
Dependent packages count: 27.9%
Dependent repos count: 34.4%
Average: 49.7%
Downloads: 86.9%
Maintainers (1)
Last synced: 6 months ago