chaisemartinPackages
Stata and R packages || Clément de Chaisemartin and Xavier D'Haultfoeuille || ERC ReallyCredible
Sciences PoParis
Pinned Repositories
ApplicationData
Datasets used in applications of de Chaisemartin and D'Haultfoeuille estimators
chaisemartinPackages
An overview of the chaisemartinPackages GitHub profile.
did_had
|| Stata | R || Heterogeneity-robust DID estimator in heterogeneous adoption designs without stayers but with some quasi-stayers
did_multiplegt
Estimation in Difference-in-Difference (DID) designs with multiple groups and periods.
did_multiplegt_dyn
|| Stata | R || Estimation of event-study Difference-in-Difference (DID) estimators in designs with multiple groups and periods, and with a potentially non-binary treatment that may increase or decrease multiple times.
did_multiplegt_stat
|| Stata | R || Estimation of Difference-in-Difference (DID) Estimators for Treatments and Instruments Continuously Distributed at Every Period with Stayers.
ReplicationPackages
Replication Packages from de Chaisemartin and D'Haultfoeuille
stute_test
|| Stata || Linearity test from Stute (1997).
twowayfeweights
|| Stata | R || Estimates the weights attached to the two-way fixed effects regressions studied in de Chaisemartin & D'Haultfoeuille (2020a), as well as summary measures of these regressions' robustness to heterogeneous treatment effects.
yatchew_test
Yatchew (1997), de Chaisemartin and D'Haultfoeuille (2024) linearity test
chaisemartinPackages's Repositories
chaisemartinPackages/did_multiplegt_dyn
|| Stata | R || Estimation of event-study Difference-in-Difference (DID) estimators in designs with multiple groups and periods, and with a potentially non-binary treatment that may increase or decrease multiple times.
chaisemartinPackages/twowayfeweights
|| Stata | R || Estimates the weights attached to the two-way fixed effects regressions studied in de Chaisemartin & D'Haultfoeuille (2020a), as well as summary measures of these regressions' robustness to heterogeneous treatment effects.
chaisemartinPackages/did_multiplegt
Estimation in Difference-in-Difference (DID) designs with multiple groups and periods.
chaisemartinPackages/did_multiplegt_stat
|| Stata | R || Estimation of Difference-in-Difference (DID) Estimators for Treatments and Instruments Continuously Distributed at Every Period with Stayers.
chaisemartinPackages/ApplicationData
Datasets used in applications of de Chaisemartin and D'Haultfoeuille estimators
chaisemartinPackages/chaisemartinPackages
An overview of the chaisemartinPackages GitHub profile.
chaisemartinPackages/ReplicationPackages
Replication Packages from de Chaisemartin and D'Haultfoeuille
chaisemartinPackages/did_had
|| Stata | R || Heterogeneity-robust DID estimator in heterogeneous adoption designs without stayers but with some quasi-stayers
chaisemartinPackages/stute_test
|| Stata || Linearity test from Stute (1997).
chaisemartinPackages/yatchew_test
Yatchew (1997), de Chaisemartin and D'Haultfoeuille (2024) linearity test