differences 0.1.1

difference-in-differences estimation and inference in Python

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
• One + Multiple treatments per entity

see the Documentation for more details.

Installing

The latest release can be installed using pip

pip install differences

requires Python 3.8+

Quick Start

ATTgt

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

from differences import ATTgt, simulate_data

df = simulate_data()

att_gt = ATTgt(data=df, cohort_name='cohort')

att_gt.fit(formula='y')

att_gt.aggregate('event')

differences ATTgt benefitted substantially from the original authors' R packages: Callaway & Sant'Anna's did and Sant'Anna and Zhao's DRDID

TWFE

from differences import TWFE, simulate_data

df = simulate_data()

att_gt = TWFE(data=df, cohort_name='cohort')

att_gt.fit(formula='y')