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ModernDiD

Getting Started
User Guide
API
Development
Background
Release Notes
Acknowledgements

GitHub

Getting Started
User Guide
API
Development
Background
Release Notes
Acknowledgements

GitHub

Section Navigation

Core estimators

Multi-Period Staggered DiD
Doubly Robust DiD

Extensions

Triple DiD
Continuous Treatment DiD
Intertemporal DiD
Dynamic Covariate Balancing DiD
Honest DiD
Extended TWFE (Wooldridge)

Nonparametric IV

Nonparametric Instrumental Variables

Utilities

Panel Utilities
Propensity Score Functions
Bootstrap Functions
Plotting
Result Extraction
Datasets and Simulation

API Reference
Extended TWFE (Wooldridge)
moderndid.EtwfeResult
moderndid.EtwfeResult.vcov

moderndid.EtwfeResult.vcov#

attribute

EtwfeResult.vcov: ndarray#: Variance-covariance matrix of the interaction coefficients.

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EtwfeResult.vcov

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