{did2s}: Two-Stage Difference-in-Differences

TL;DR

The paper introduces the did2s R package that implements a two-stage difference-in-differences estimator, addressing challenges with staggered treatment timings and providing tools for event-study analysis.

Contribution

It provides an accessible implementation of Gardner's (2021) estimator, along with user-friendly functions for event-study analysis and visualization.

Findings

Efficient implementation of two-stage DiD estimator

Unified syntax for modern event-study estimators

Tools for visualizing treatment effects over time

Abstract

Recent work has highlighted the difficulties of estimating difference-in-differences models when treatment timing occurs 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 a function, event_study, that provides a common syntax for all the modern event-study estimators and plot_event_study to plot the results of each estimator.