Implements the locally efficient doubly robust difference-in-differences (DiD)
estimators for the average treatment effect proposed by Sant'Anna and Zhao (2020)
<doi:10.1016/j.jeconom.2020.06.003>. The estimator combines inverse probability weighting and outcome
regression estimators (also implemented in the package) to form estimators with
more attractive statistical properties. Two different estimation methods can be used
to estimate the nuisance functions.
Version: |
1.2.0 |
Depends: |
R (≥ 3.5) |
Imports: |
stats, trust, BMisc (≥ 1.4.1), Rcpp (≥ 1.0.12), fastglm (≥
0.0.3) |
LinkingTo: |
Rcpp (≥ 1.0.12) |
Suggests: |
knitr, rmarkdown, spelling, testthat |
Published: |
2024-10-07 |
DOI: |
10.32614/CRAN.package.DRDID |
Author: |
Pedro H. C. Sant'Anna [aut, cre, cph],
Jun Zhao [aut] |
Maintainer: |
Pedro H. C. Sant'Anna <pedrosantanna at causal-solutions.com> |
BugReports: |
https://github.com/pedrohcgs/DRDID/issues |
License: |
GPL-3 |
URL: |
https://psantanna.com/DRDID/, https://github.com/pedrohcgs/DRDID |
NeedsCompilation: |
yes |
Language: |
en-US |
Citation: |
DRDID citation info |
Materials: |
README NEWS |
In views: |
CausalInference, Econometrics |
CRAN checks: |
DRDID results |