02_R.md

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default	R packages	../../../assets/images/DiD.png	3

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	remotes::install_github ("shuo-zhang-ucsb/did_multiplegt)	Link	Shuo Zhang	Clément de Chaisemartin, Xavier D'Haultfoeuille (2020). Two-Way Fixed Effects Estimators with Heterogeneous Treatment Effects. American Economic Review.
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	Shuo Zhang	Clément de Chaisemartin, Xavier D'Haultfoeuille (2021). Two-Way Fixed Effects Estimators with Heterogeneous Treatment Effects.

How to use R packages?

Florian M. Hollenbach. Comparing Staggered DiD.

Grant McDermott maintains the R code section on this website.

Brantly Callaway and Pedro H.C. Sant'Anna have a bunch of guides for csdid in R.

Kyle Butts has an R event study package that plots multiple estimators.

Olivia Healy has a presentation that dicusses the DiD literature and also goes over the cs-did implementation in R.

A big thanks to Taylor Wright for initially helping with identifying the R packages!