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HonestDiD: Robust Inference in Difference-in-Differences and Event Study Designs

Provides functions to conduct robust inference in difference-in-differences and event study designs by implementing the methods developed in Rambachan & Roth (2023) <doi:10.1093/restud/rdad018>, "A More Credible Approach to Parallel Trends" [Previously titled "An Honest Approach..."]. Inference is conducted under a weaker version of the parallel trends assumption. Uniformly valid confidence sets are constructed based upon conditional confidence sets, fixed-length confidence sets and hybridized confidence sets.

Version: 0.2.6
Depends: R (≥ 3.6.0)
Imports: stats, rlang, foreach (≥ 1.4.7), matrixStats (≥ 0.63.0), CVXR (≥ 0.99-6), latex2exp (≥ 0.4.0), lpSolveAPI (≥ 5.5.2.0-17), Matrix (≥ 1.2-17), pracma (≥ 2.2.5), purrr (≥ 0.3.4), tibble (≥ 1.3.4), dplyr (≥ 0.7.4), ggplot2 (≥ 2.2.1), Rglpk (≥ 0.6-4), mvtnorm (≥ 1.1-3), TruncatedNormal (≥ 1.0)
Suggests: knitr, testthat, haven, lfe, rmarkdown
Published: 2024-07-14
DOI: 10.32614/CRAN.package.HonestDiD
Author: Ashesh Rambachan [aut, cph, cre], Jonathan Roth [aut, cph]
Maintainer: Ashesh Rambachan <ashesh.a.rambachan at gmail.com>
License: MIT + file LICENSE
NeedsCompilation: no
CRAN checks: HonestDiD results

Documentation:

Reference manual: HonestDiD.pdf

Downloads:

Package source: HonestDiD_0.2.6.tar.gz
Windows binaries: r-devel: HonestDiD_0.2.6.zip, r-release: HonestDiD_0.2.6.zip, r-oldrel: HonestDiD_0.2.6.zip
macOS binaries: r-release (arm64): HonestDiD_0.2.6.tgz, r-oldrel (arm64): HonestDiD_0.2.6.tgz, r-release (x86_64): HonestDiD_0.2.6.tgz, r-oldrel (x86_64): HonestDiD_0.2.6.tgz

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.