gen_dgp_2periods

Generate panel data with a single treatment date and two periods

Implements triple-difference (DDD) estimators for both average
treatment effects and event-study parameters. Methods include regression
adjustment, inverse-probability weighting, and doubly-robust estimators,
all of which rely on a conditional DDD parallel-trends assumption and
allow covariate adjustment across multiple pre- and post-treatment
periods. The methodology is detailed in Ortiz-Villavicencio and
Sant'Anna (2025) <doi:10.48550/arXiv.2505.09942>.

Marcelo Ortiz-Villavicencio

triplediff

Triple-Difference Estimators

gen_dgp_2periods function

<dl><dt>size</dt>
<dd>Integer. Number of units.</dd>
<dt>dgp_type</dt>
<dd>Integer in {1,2,3,4}.
1 = both nuisance functions correct;
2 = only the outcome model correct;
3 = only the propensity score correct;
4 = both nuisance functions incorrect.</dd></dl>

Arguments

Function that generates panel data with single treatment date assignment and two time periods. — gen_dgp_2periods

<dl>

<dt>size</dt>
<dd>Integer. Number of units.</dd>


<dt>dgp_type</dt>
<dd>Integer in {1,2,3,4}.
1 = both nuisance functions correct;
2 = only the outcome model correct;
3 = only the propensity score correct;
4 = both nuisance functions incorrect.</dd>

</dl>

gen_dgp_2periods: Function that generates panel data with single treatment date assignment and two time periods.

Description

Usage

Value

Arguments