Two-Stage Difference-in-Differences Following Gardner (2021)
Calculate two-stage difference-in-differences following Gardner (2021)
Estimate event-study coefficients using TWFE and 5 proposed improvemen...
Generate TWFE data
get_honestdid_obj_did2s
honest_did_did2s
Robust solve for X'X beta = X'Y using QR decomposition
Estimates Two-way Fixed Effects difference-in-differences/event-study models using the approach proposed by Gardner (2021) <doi:10.48550/arXiv.2207.05943>. To avoid the problems caused by OLS estimation of the Two-way Fixed Effects model, this function first estimates the fixed effects and covariates using untreated observations and then in a second stage, estimates the treatment effects.