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{did2s}: Two-Stage Difference-in-Differences

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  • Kyle Butts
  • John Gardner

Abstract

Recent work has highlighted the difficulties of estimating difference-in-differences models when treatment timing occurs at different times for different units. This article introduces the R package did2s which implements the estimator introduced in Gardner (2021). The article provides an approachable review of the underlying econometric theory and introduces the syntax for the function did2s. Further, the package introduces a function, event_study, that provides a common syntax for all the modern event-study estimators and plot_event_study to plot the results of each estimator.

Suggested Citation

  • Kyle Butts & John Gardner, 2021. "{did2s}: Two-Stage Difference-in-Differences," Papers 2109.05913, arXiv.org, revised May 2022.
    • Handle: RePEc:arx:papers:2109.05913
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    File URL: http://arxiv.org/pdf/2109.05913
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    References listed on IDEAS

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    1. Callaway, Brantly & Sant’Anna, Pedro H.C., 2021. "Difference-in-Differences with multiple time periods," Journal of Econometrics, Elsevier, vol. 225(2), pages 200-230.
    2. Laurent Bergé, 2018. "Efficient estimation of maximum likelihood models with multiple fixed-effects: the R package FENmlm," DEM Discussion Paper Series 18-13, Department of Economics at the University of Luxembourg.
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    Cited by:

    1. Haiyue Liu & Zhimin Yi & Hua Shang & Zihan Liu, 2024. "Foreign bank entry and the outward foreign direct investment of companies: evidence from China," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 55(7), pages 896-913, September.
    2. Landgraf, Steven W., 2023. "Measuring incumbent ISP response to municipal broadband opt-out referenda in Colorado," Telecommunications Policy, Elsevier, vol. 47(10).
    3. Kefan Xu & Peng Yuan & Guangjie Wang & Renjie Yu, 2024. "The Effect of the National Specially Monitored Firms Program on Water-Polluting Firms’ Green Total Factor Productivity," Sustainability, MDPI, vol. 16(18), pages 1-20, September.
    4. Brantly Callaway, 2022. "Difference-in-Differences for Policy Evaluation," Papers 2203.15646, arXiv.org.
    5. Johanna Catherine Maclean & Sabrina Wulff Pabilonia, 2024. "Paid Sick Leave and Childcare," NBER Working Papers 32710, National Bureau of Economic Research, Inc.
    6. Guy Lacroix & Pierre-Carl Michaud, 2024. "Tax Incentives and Older Workers: Evidence from Canada," Cahiers de recherche / Working Papers 02, Chaire de recherche Jacques-Parizeau en politiques économiques / Jacques-Parizeau Research Chair in Economic Policy.

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