HonestDiD: Robust Inference in Difference-in-Differences and Event Study
Designs
Provides functions to conduct robust inference in difference-in-differences and event study designs by implementing the methods developed in Rambachan & Roth (2023) <doi:10.1093/restud/rdad018>, "A More Credible Approach to Parallel Trends" [Previously titled "An Honest Approach..."]. Inference is conducted under a weaker version of the parallel trends assumption. Uniformly valid confidence sets are constructed based upon conditional confidence sets, fixed-length confidence sets and hybridized confidence sets.
Version:
0.2.6
Depends:
R (≥ 3.6.0)
Imports:
stats,
rlang,
foreach (≥ 1.4.7),
matrixStats (≥ 0.63.0),
CVXR (≥ 0.99-6),
latex2exp (≥ 0.4.0),
lpSolveAPI (≥
5.5.2.0-17),
Matrix (≥ 1.2-17),
pracma (≥ 2.2.5),
purrr (≥
0.3.4),
tibble (≥ 1.3.4),
dplyr (≥ 0.7.4),
ggplot2 (≥
2.2.1),
Rglpk (≥ 0.6-4),
mvtnorm (≥ 1.1-3),
TruncatedNormal (≥ 1.0)
Published:
2024年07月14日
Author:
Ashesh Rambachan [aut, cph, cre],
Jonathan Roth [aut, cph]
Maintainer:
Ashesh Rambachan <ashesh.a.rambachan at gmail.com>
NeedsCompilation:
no
Documentation:
Downloads:
Reverse dependencies:
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