R packages
Packages are sorted in alphabetical order by name. If the installation says remotes::install_github<name>, then you first need to install the remotes package with install.packages("remotes"). Please note that some installation paths have been split across lines to preserve table formatting in Markdown. Make sure they are in the same line when you copy them across to your own R console, for example, remotes::install_github("asheshrambachan/HonestDiD"). Package documentation is identified in the Website column.
| Name | Installation | Website | Package by | Reference paper |
|---|---|---|---|---|
bacondecomp |
install.packages ("bacondecomp") |
Link | Evan Flack; Ed Jee | Andrew Goodman-Bacon (2021). Difference-in-differences with variation in treatment timing. Journal of Econometrics. |
did |
install.packages("did") |
Link | Pedro H.C. Sant’Anna; Brantly Callaway | Brantly Callaway, Pedro H.C. Sant’Anna (2020). Difference-in-Differences with multiple time periods, Journal of Econometrics. |
did2s |
install.packages("did2s") |
Link | Kyle Butts | John Gardner (2021). Two-stage differences in differences; Kirill Borusyak, Xavier Jaravel, Jann Spiess (2021). Revisiting Event Study Designs: Robust and Efficient Estimation; Liyang Sun, Sarah Abraham (2020). Estimating dynamic treatment effects in event studies with heterogeneous treatment effects. Journal of Econometrics; Brantly Callaway, Pedro H.C. Sant’Anna (2020). Difference-in-Differences with multiple time periods, Journal of Econometrics; Jonathan Roth, Pedro H.C. Sant’Anna (2021). Efficient Estimation for Staggered Rollout Designs. |
didimputation |
install.packages ("didimputation") |
Link | Kyle Butts | Kirill Borusyak, Xavier Jaravel, Jann Spiess (2021). Revisiting Event Study Designs: Robust and Efficient Estimation. |
DIDmultiplegt |
install.packages("DIDmultiplegt") |
Link | Shuo Zhang | Clément de Chaisemartin, Xavier D’Haultfoeuille (2020). Two-Way Fixed Effects Estimators with Heterogeneous Treatment Effects. American Economic Review. |
DIDmultiplegtDYN |
install.packages("DIDmultiplegtDYN") |
Link | Clément de Chaisemartin; Diego Ciccia; Xavier D’Haultfoeuille; Felix Knau; Mélitine Malézieux; Doulo Sow | Clément de Chaisemartin, Xavier D’Haultfoeuille (2024a). Difference-in-Differences Estimators of Intertemporal Treatment Effects, Review of Economics and Statistics; Clément de Chaisemartin, Diego Ciccia, Xavier D’Haultfoeuille, Felix Knau, Mélitine Malézieux, Doulo Sow (2024c) Event-Study Estimators and Variance Estimators Computed by the did_multiplegt_dyn Command. |
DRDID |
install.packages("DRDID") |
Link | Pedro H.C. Sant’Anna; Jun Zhao | Pedro H.C. Sant’Anna, Jun Zhao (2020). Doubly robust difference-in-differences estimators, Journal of Econometrics. |
etwfe |
install.packages("etwfe") |
Link | Grant McDermott | Jeffrey Wooldridge (2021). Two-Way Fixed Effects, the Two-Way Mundlak Regression, and Difference-in-Differences Estimators.. Working Paper. |
fixest with sunab() function |
install.packages("fixest") |
Link | Laurent Bergé | Liyang Sun, Sarah Abraham (2020). Estimating dynamic treatment effects in event studies with heterogeneous treatment effects. Journal of Econometrics. |
gsynth |
install.packages("gsynth") |
Link | Yiqing Xu; Licheng Liu | Yiqing Xu (2017). Generalized Synthetic Control Method: Causal Inference with Interactive Fixed Effects Models. Political Analysis. |
HonestDiD |
remotes::install_github ("asheshrambachan/HonestDiD") |
Link | Ashesh Rambachan; Jonathan Roth | Ashesh Rambachan, Jonathan Roth (2021). An Honest Approach to Parallel Trends. |
staggered |
install.packages("staggered") |
Link | Jonathan Roth; Pedro H.C. Sant’Anna | Jonathan Roth, Pedro H.C. Sant’Anna (2021). Efficient Estimation for Staggered Rollout Designs. |
synthdid |
remotes::install_github ("synth-inference/synthdid") |
Link | David Hirshberg; Stefan Wager; Dmitry Arkhangelsky; Susan Athey; Guido Imbens | Dmitry Arkhangelsky, Susan Athey, David Hirshberg, Guido Imbens, Stefan Wager (2021). Synthetic Difference-in-Differences. American Economic Review. |
pretrends |
remotes::install_github ("jonathandroth/pretrends") |
Link | Jonathan Roth | Jonathan Roth (2021). Pre-test with Caution: Event-study Estimates After Testing for Parallel Trends. |
TwoWayFEWeights |
install.packages("TwoWayFEWeights") |
Link | Clément de Chaisemartin; Diego Ciccia; Xavier D’Haultfoeuille; Felix Knau; Doulo Sow; Shuo Zhang | Clément de Chaisemartin, Xavier D’Haultfoeuille (2020). Two-Way Fixed Effects Estimators with Heterogeneous Treatment Effects. American Economic Review; Clément de Chaisemartin, Xavier D’Haultfoeuille (2021). Two-way fixed effects regressions with several treatments. |
YatchewTest |
install.packages("YatchewTest") |
Link | Clément de Chaisemartin; Diego Ciccia; Xavier D’Haultfoeuille; Felix Knau; Doulo Sow | Yatchew (1997), de Chaisemartin and D’Haultfoeuille (2024b) |