Bootstrap Functions#

The bootstrap module provides functions for computing bootstrap standard errors and confidence intervals for all DiD estimators in the package. Both weighted bootstrap and multiplier bootstrap methods are supported.

Multiplier Bootstrap#

mboot

Compute multiplier bootstrap for DiD influence functions.

mboot_did

Compute multiplier bootstrap for doubly robust DiD estimator using Mammen weights.

mboot_twfep_did

Compute multiplier bootstrap for TWFE panel data DiD using Mammen weights.

Weighted Bootstrap#

Panel Data Bootstrap#

wboot_drdid_imp_panel

Compute improved bootstrap estimates for doubly-robust DiD with panel data.

wboot_dr_tr_panel

Compute bootstrap estimates for traditional doubly-robust DiD with panel data.

wboot_ipw_panel

Compute bootstrap estimates for IPW DiD with panel data.

wboot_std_ipw_panel

Compute bootstrap estimates for standardized IPW DiD with panel data.

wboot_reg_panel

Compute bootstrap estimates for regression-based robust DiD with panel data.

wboot_twfe_panel

Compute bootstrap estimates for Two-Way Fixed Effects DiD with panel data.

Repeated Cross-Section Bootstrap#

wboot_drdid_rc1

Compute bootstrap estimates for control-only doubly-robust DiD with repeated cross-sections.

wboot_drdid_rc2

Compute bootstrap estimates for locally efficient doubly-robust DiD with repeated cross-sections.

wboot_drdid_ipt_rc1

Compute IPT bootstrap estimates for control-only doubly-robust DiD with repeated cross-sections.

wboot_drdid_ipt_rc2

Compute IPT bootstrap estimates for locally efficient doubly-robust DiD with repeated cross-sections.

wboot_ipw_rc

Compute bootstrap estimates for IPW DiD with repeated cross-sections.

wboot_std_ipw_rc

Compute bootstrap standardized IPW DiD estimator for repeated cross-sections.

wboot_reg_rc

Compute bootstrap estimates for regression-based robust DiD with repeated cross-sections.

wboot_twfe_rc

Compute bootstrap estimates for Two-Way Fixed Effects DiD with repeated cross-sections.