Implements triple-difference (DDD) estimators for both average treatment effects and event-study parameters. Methods include regression adjustment, inverse-probability weighting, and doubly-robust estimators, all of which rely on a conditional DDD parallel-trends assumption and allow covariate adjustment across multiple pre- and post-treatment periods. The methodology is detailed in Ortiz-Villavicencio and Sant'Anna (2025) <doi:10.48550/arXiv.2505.09942>.
Version: | 0.1.0 |
Depends: | R (≥ 4.3) |
Imports: | BMisc (≥ 1.4.6), data.table (≥ 1.15.0), Matrix (≥ 1.6.1), parallel (≥ 1.4.0), parglm (≥ 0.1.7), Rcpp (≥ 1.0.12), speedglm (≥ 0.3-5) |
LinkingTo: | Rcpp (≥ 1.0.12) |
Suggests: | testthat (≥ 3.0.0) |
Published: | 2025-07-23 |
DOI: | 10.32614/CRAN.package.triplediff |
Author: | Marcelo Ortiz-Villavicencio [aut, cre], Pedro H. C. Sant'Anna [aut] |
Maintainer: | Marcelo Ortiz-Villavicencio <marcelo.ortiz at emory.edu> |
License: | MIT + file LICENSE |
URL: | http://marcelortiz.com/triplediff/ |
NeedsCompilation: | yes |
Citation: | triplediff citation info |
Materials: | README, NEWS |
CRAN checks: | triplediff results |
Reference manual: | triplediff.html , triplediff.pdf |
Package source: | triplediff_0.1.0.tar.gz |
Windows binaries: | r-devel: triplediff_0.1.0.zip, r-release: not available, r-oldrel: not available |
macOS binaries: | r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): triplediff_0.1.0.tgz, r-oldrel (x86_64): triplediff_0.1.0.tgz |
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