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#
Panel Data Estimators#
Compute the improved and locally efficient DR-DiD estimator for the ATT with panel data. |
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Compute the locally efficient doubly robust DiD estimator for the ATT with panel data. |
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Compute the inverse propensity weighted DiD estimator for the ATT with panel data. |
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Compute the standardized inverse propensity weighted DiD estimator for the ATT with panel data. |
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Compute the outcome regression DiD estimator for the ATT with panel data. |
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Compute linear two-way fixed effects DiD estimator for the ATT with panel data. |
Repeated Cross-Section Estimators#
Compute the improved doubly robust DiD estimator for the ATT with repeated cross-section data. |
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Compute the improved and locally efficient DR-DiD estimator for the ATT with repeated cross-section data. |
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Compute the locally efficient doubly robust DiD estimator for the ATT with repeated cross-section data. |
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Compute the traditional doubly robust DiD estimator for the ATT with repeated cross-section data. |
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Compute the inverse propensity weighted DiD estimator for the ATT with repeated cross-section data. |
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Compute the standardized inverse propensity weighted DiD estimator for the ATT with repeated cross-section data. |
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Compute the outcome regression DiD estimator for the ATT with repeated cross-section data. |
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Compute linear two-way fixed effects DiD estimator for the ATT with repeated cross-sections. |