Doubly Robust DiD#

The drdid module provides all two-period difference-in-differences estimators, including doubly robust, inverse propensity weighted, and outcome regression methods. These estimators follow the frameworks from Sant’Anna and Zhao (2020) and related literature.

Main Functions#

drdid

Compute the locally efficient doubly robust DiD estimator for the ATT.

ipwdid

Wrap the inverse propensity weighted DiD estimators for the ATT.

ordid

Wrap the outcome regression DiD estimators for the ATT.

Panel Data Estimators#

drdid_imp_panel

Compute the improved and locally efficient DR-DiD estimator for the ATT with panel data.

drdid_panel

Compute the locally efficient doubly robust DiD estimator for the ATT with panel data.

ipw_did_panel

Compute the inverse propensity weighted DiD estimator for the ATT with panel data.

std_ipw_did_panel

Compute the standardized inverse propensity weighted DiD estimator for the ATT with panel data.

reg_did_panel

Compute the outcome regression DiD estimator for the ATT with panel data.

twfe_did_panel

Compute linear two-way fixed effects DiD estimator for the ATT with panel data.

Repeated Cross-Section Estimators#

drdid_imp_rc

Compute the improved doubly robust DiD estimator for the ATT with repeated cross-section data.

drdid_imp_local_rc

Compute the improved and locally efficient DR-DiD estimator for the ATT with repeated cross-section data.

drdid_rc

Compute the locally efficient doubly robust DiD estimator for the ATT with repeated cross-section data.

drdid_trad_rc

Compute the traditional doubly robust DiD estimator for the ATT with repeated cross-section data.

ipw_did_rc

Compute the inverse propensity weighted DiD estimator for the ATT with repeated cross-section data.

std_ipw_did_rc

Compute the standardized inverse propensity weighted DiD estimator for the ATT with repeated cross-section data.

reg_did_rc

Compute the outcome regression DiD estimator for the ATT with repeated cross-section data.

twfe_did_rc

Compute linear two-way fixed effects DiD estimator for the ATT with repeated cross-sections.