I just made a question about Staggered DID (got the problem correctly), then asked about jwdid
What is jwdid?
- jwdid stands for "Jordan–Wooldridge Difference-in-Differences".
- It implements the Sun and Abraham (2020) estimator for staggered treatment.
- It is designed specifically to deal with the bias problem when treatment happens at different times.
- Handles treatment effect heterogeneity across cohorts and time.
- Provides event-study-type coefficients automatically.
- Very intuitive to use after installing
Still very nice work. I was planning to do something like that with RAG, but is still on the to-play-experiment-do list
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