Overview | Data coding conventions | A first estimate | What is returned | The two aggregates | Choosing a weighting | Convergence | Unbalanced panels | Partial identification | Baseline covariates | Testing the identifying assumptions | A real design, and a coding pitfall | Citation
Package: staggeredGMM 0.1.0
staggeredGMM: GMM Estimation of Treatment Effects Under Staggered Adoption
Estimates cohort-by-time average treatment effects under staggered treatment adoption by the generalized method of moments. Three weighting schemes are provided, corresponding to a pooled stationary covariance, a cohort-specific stationary covariance, and an unrestricted within-cohort covariance. Optional adjustment for baseline covariates by outcome regression, and a serial-correlation robust over-identification test of parallel trends and no anticipation, are also supported. The methods are described in Arora and Bijani (2026) <doi:10.2139/ssrn.6558759>.
Authors:
staggeredGMM_0.1.0.tar.gz
staggeredGMM_0.1.0.zip(r-4.7-any)staggeredGMM_0.1.0.zip(r-4.6-any)staggeredGMM_0.1.0.zip(r-4.5-any)
staggeredGMM_0.1.0.tgz(r-4.6-any)staggeredGMM_0.1.0.tgz(r-4.5-any)
staggeredGMM_0.1.0.tar.gz(r-4.7-any)staggeredGMM_0.1.0.tar.gz(r-4.6-any)
staggeredGMM_0.1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
staggeredGMM/json (API)
| # Install 'staggeredGMM' in R: |
| install.packages('staggeredGMM', repos = c('https://rishabhbijani.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/rishabhbijani/staggeredgmm/issues
Datasets:
- beck_banks - State-level panel: bank branch deregulation and income inequality
- sim_panel - Simulated staggered adoption panel
Last updated from:63332f4cf8. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel | OK | 135 | ||
| source / vignettes | OK | 178 | ||
| linux-release | OK | 126 | ||
| macos-release | OK | 215 | ||
| macos-oldrel | OK | 208 | ||
| windows-devel | OK | 128 | ||
| windows-release | OK | 112 | ||
| windows-oldrel | OK | 115 | ||
| wasm-release | OK | 96 |
Exports:gmm_j_testgmm_staggered
Dependencies:dreamerrfixestFormulalatticeMASSnlmenumDerivRcppsandwichstringmagiczoo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| State-level panel: bank branch deregulation and income inequality | beck_banks |
| Extract cohort-by-time effect estimates | coef.staggered_gmm |
| Confidence intervals for cohort-by-time effects | confint.staggered_gmm |
| Specification test for parallel trends and no anticipation | gmm_j_test |
| GMM estimation of treatment effects under staggered adoption | gmm_staggered |
| Print a fitted staggered GMM model | print.staggered_gmm |
| Print a specification test result | print.staggered_gmm_jtest |
| Simulated staggered adoption panel | sim_panel |
| Summarise a fitted staggered GMM model | summary.staggered_gmm |
| Covariance matrix of the estimated cohort-by-time effects | vcov.staggered_gmm |