differences

difference-in-differences estimation and inference for Python, for the following use cases

  • Balanced panels, unbalanced panels & repeated cross-section

  • Two + Multiple time periods

  • Fixed + Staggered treatment timing

  • Binary + Multi-Valued treatment

  • Heterogeneous treatment effects & triple difference

the ATTgt class implements the estimation procedures suggested by Callaway and Sant’Anna (2021), Sant’Anna and Zhao (2020) and the multi-valued treatment case discussed in Callaway, Goodman-Bacon & Sant’Anna (2021)


Last update: Dec 10, 2023