Did2s: Two-Stage Difference-in-Differences

Abstract

Recent work has highlighted the difficulties of estimating difference-in-differences models when the treatment is adopted at different times for different units. This article introduces the R package did2s which implements the estimator introduced in @Gardner_2021. The article provides an approachable review of the underlying econometric theory and introduces the syntax for the function `did2s`. Further, the package introduces functions, event_study and plot_event_study, which uses a common syntax to implement all of the modern event-study estimators.