Learn R Programming

HonestDiD (version 0.2.6)

Robust Inference in Difference-in-Differences and Event Study Designs

Description

Provides functions to conduct robust inference in difference-in-differences and event study designs by implementing the methods developed in Rambachan & Roth (2023) , "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.

Copy Link

Version

Install

install.packages('HonestDiD')

Monthly Downloads

944

Version

0.2.6

License

MIT + file LICENSE

Maintainer

Ashesh Rambachan

Last Published

July 14th, 2024

Functions in HonestDiD (0.2.6)

computeConditionalCS_DeltaSDM

Computes conditional and hybridized confidence set for \(\Delta = \Delta^{SDM}(M)\).
createSensitivityPlot

Constructs sensitivity plot for \(\Delta = \Delta^{SD}(M)\), \(\Delta^{SDB}(M)\) and \(\Delta^{SDM}(M)\)
constructOriginalCS

Constructs original confidence interval for parameter of interest, theta = l_vec'tau.
computeConditionalCS_DeltaSDRMB

Computes conditional and hybridized confidence set for \(\Delta = \Delta^{SDRMB}(Mbar)\).
createSensitivityResults

Constructs robust confidence intervals for \(\Delta = \Delta^{SD}(M)\), \(\Delta^{SDB}(M)\) and \(\Delta^{SDM}(M)\) for vector of possible M values.
createSensitivityResults_relativeMagnitudes

Constructs robust confidence intervals for \(\Delta = \Delta^{RM}(Mbar)\), \(\Delta^{SDRM}(Mbar)\) and their variants that incorporate shape or sign restrictions for a vector of possible Mbar values.
computeConditionalCS_DeltaSDRMM

Computes conditional and hybridized confidence set for \(\Delta = \Delta^{SDRMM}(Mbar)\).
createEventStudyPlot

Constructs event study plot
createSensitivityPlot_relativeMagnitudes

Constructs sensitivity plot for \(\Delta = \Delta^{RM}(Mbar)\), \(\Delta^{SDRM}{Mbar}\) and their variants that incorporate additional shape or sign restrictions.
computeConditionalCS_DeltaSDRM

Computes conditional and hybridized confidence set for \(\Delta = \Delta^{SDRM}(Mbar)\).
findOptimalFLCI

Constructs optimal fixed length confidence interval for \(\Delta = \Delta^{SD}(M)\).
computeConditionalCS_DeltaSD

Computes conditional and hybridized confidence set for \(\Delta = \Delta^{SD}(M)\).
computeConditionalCS_DeltaRMB

Computes conditional and hybridized confidence set for \(Delta = Delta^{RMB}(Mbar)\).
basisVector

Creates a standard basis vector.
BCdata_EventStudy

Event study estimates from baseline event study specification on profits in Benzarti & Carloni (2019). See discussion in Section 6.1 of Rambachan & Roth (2021).
LWdata_EventStudy

Event study estimates from baseline female specification on employment in Lovenheim & Willen (2019). See discussion in Section 6.2 of Rambachan & Roth (2021).
computeConditionalCS_DeltaSDB

Computes conditional and hybridized confidence set for \(\Delta = \Delta^{SDB}(M)\).
DeltaSD_upperBound_Mpre

Construct upper bound for M for \(\Delta = \Delta^{SD}(M)\) based on observed pre-period coefficients.
computeConditionalCS_DeltaRMM

Computes conditional and hybridized confidence set for \(\Delta = \Delta^{RMM}(Mbar)\).
computeConditionalCS_DeltaRM

Computes conditional and hybridized confidence set for \(\Delta = \Delta^{RM}(Mbar)\).
DeltaSD_lowerBound_Mpre

Construct lower bound for M for \(\Delta = \Delta^{SD}(M)\) based on observed pre-period coefficients.