ERC REALLY CREDIBLE [Github] [Team]
Stata (SSC) R (CRAN) Description
did_multiplegt_dyn DIDmultiplegtDYN Estimation of heterogeneity-robust difference-in-differences estimators, with a binary, discrete, or continuous treatment, in designs where past treatments may affect the current outcome
did_had DIDHAD Estimation of the effect of a treatment on an outcome in a heterogeneous adoption design with no stayers but some quasi stayers (de Chaisemartin et al., 2025).
twowayfeweights TwoWayFEWeights Computes the implicit weights attached to two-way fixed effects regressions, as well as summary measures of these regressions' robustness to heterogeneous treatment effects. Based on de Chaisemartin and D'Haultfoeuille (2020).
stute_test StuteTest Non-parametric test, originally proposed by Stute (1997), that the expectation of a dependent variable Y given an independent variable D is linear in D.
yatchew_test YatchewTest Test of linearity originally proposed by Yatchew (1997) and improved by de Chaisemartin et al. (2025) to be robust under heteroskedasticity.
Synthetic Difference-in-Differences [Github]
Stata (SSC) R (CRAN) Description
sdid Synthetic difference-in-differences (Arkhangelsky et al., 2021) estimation, inference, and visualization
sdid_event Synthetic Difference-in-Differences (SDID) event-study estimators
Utilities [Other shenanigans on my Github page]
Stata (SSC) R (CRAN) Description
ecollapse Stata module to extend collapse to string variables and keep labels while collapsing.
rnames Recursive display of names and paths of all the items nested within sublists of a list object.