Robust inference in difference-in-differences and event study designs

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Documentation for package ‘HonestDiD’ version 0.2.0

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basisVector Creates a standard basis vector.
BCdata_EventStudy Event study estimates from baseline event study specification on profits in Benzarti & Carloni (2019). See discussion in Section 6.1 of Rambachan & Roth (2021).
computeConditionalCS_DeltaRM Computes conditional and hybridized confidence set for Delta = Delta^RM(Mbar).
computeConditionalCS_DeltaRMB Computes conditional and hybridized confidence set for Delta = Delta^RMB(Mbar).
computeConditionalCS_DeltaRMM Computes conditional and hybridized confidence set for Delta = Delta^RMM(Mbar).
computeConditionalCS_DeltaSD Computes conditional and hybridized confidence set for Delta = Delta^SD(M).
computeConditionalCS_DeltaSDB Computes conditional and hybridized confidence set for Delta = Delta^SDB(M).
computeConditionalCS_DeltaSDM Computes conditional and hybridized confidence set for Delta = Delta^SDM(M).
computeConditionalCS_DeltaSDRM Computes conditional and hybridized confidence set for Delta = Delta^SDRM(Mbar).
computeConditionalCS_DeltaSDRMB Computes conditional and hybridized confidence set for Delta = Delta^SDRMB(Mbar).
computeConditionalCS_DeltaSDRMM Computes conditional and hybridized confidence set for Delta = Delta^SDRMM(Mbar).
constructOriginalCS Constructs original confidence interval for parameter of interest, theta = l_vec'tau.
createEventStudyPlot Constructs event study plot
createSensitivityPlot Constructs sensitivity plot for Delta = Delta^SD(M), Delta^SDB(M) and Delta^SDM(M)
createSensitivityPlot_relativeMagnitudes Constructs sensitivity plot for Delta = Delta^RM(Mbar), Delta^SDRM(Mbar) and their variants that incorporate additional shape or sign restrictions.
createSensitivityResults Constructs robust confidence intervals for Delta = Delta^SD(M), Delta^SDB(M) and Delta^SDM(M) for vector of possible M values.
createSensitivityResults_relativeMagnitudes Constructs robust confidence intervals for Delta = Delta^RM(Mbar), Delta^SDRM(Mbar) and their variants that incorporate shape or sign restrictions for a vector of possible Mbar values.
DeltaSD_lowerBound_Mpre Construct lower bound for M for Delta = Delta^SD(M) based on observed pre-period coefficients.
DeltaSD_upperBound_Mpre Construct upper bound for M for Delta = Delta^SD(M) based on observed pre-period coefficients.
findOptimalFLCI Constructs optimal fixed length confidence interval for Delta = Delta^SD(M).
LWdata_EventStudy Event study estimates from baseline female specification on employment in Lovenheim & Willen (2019). See discussion in Section 6.2 of Rambachan & Roth (2021).