difference-in-differences estimation and inference in Python

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  • License: GNU General Public License v3 (GPLv3) (GPLv3)
  • Author: Bernardo Dionisi
  • Tags did , difference-in-differences , panel data , econometrics , causal inference
  • Requires: Python >=3.10
  • Provides-Extra: all , test , lint , typing , docs
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Project description

drawing

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
  • Parallelized estimation & multiplier bootstrap (joblib, via n_jobs)

see the Documentation for more details.

Installing

The latest release can be installed using pip

pip install differences

requires Python >= 3.10

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 treatment case discussed in Callaway, Goodman-Bacon & Sant'Anna (2021)

import differences

df = differences.generate_data()  # requires the [all] extra: pip install differences[all]

att_gt = differences.ATTgt(data=df, cohort_column='cohort')

att_gt.fit(formula='y', n_jobs=-1)

att_gt.aggregate('event')

differences ATTgt was inspired by

  • Callaway & Sant'Anna's did
  • Sant'Anna and Zhao's DRDID

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  • License: GNU General Public License v3 (GPLv3) (GPLv3)
  • Author: Bernardo Dionisi
  • Tags did , difference-in-differences , panel data , econometrics , causal inference
  • Requires: Python >=3.10
  • Provides-Extra: all , test , lint , typing , docs
Classifiers

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