Robust Inference in Difference-in-Differences and Event Study Designs

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Documentation for package ‘HonestDiD’ version 0.2.6

• DESCRIPTION file.

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basisVector	Creates a standard basis vector.
BCdata_EventStudy	Event study estimates from baseline event study specification on profits in Benzarti & Carloni (2019). See discussion in Section 6.1 of Rambachan & Roth (2021).
computeConditionalCS_DeltaRM	Computes conditional and hybridized confidence set for Delta = Delta^{RM}(Mbar).
computeConditionalCS_DeltaRMB	Computes conditional and hybridized confidence set for Delta = Delta^{RMB}(Mbar).
computeConditionalCS_DeltaRMM	Computes conditional and hybridized confidence set for Delta = Delta^{RMM}(Mbar).
computeConditionalCS_DeltaSD	Computes conditional and hybridized confidence set for Delta = Delta^{SD}(M).
computeConditionalCS_DeltaSDB	Computes conditional and hybridized confidence set for Delta = Delta^{SDB}(M).
computeConditionalCS_DeltaSDM	Computes conditional and hybridized confidence set for Delta = Delta^{SDM}(M).
computeConditionalCS_DeltaSDRM	Computes conditional and hybridized confidence set for Delta = Delta^{SDRM}(Mbar).
computeConditionalCS_DeltaSDRMB	Computes conditional and hybridized confidence set for Delta = Delta^{SDRMB}(Mbar).
computeConditionalCS_DeltaSDRMM	Computes conditional and hybridized confidence set for Delta = Delta^{SDRMM}(Mbar).
constructOriginalCS	Constructs original confidence interval for parameter of interest, theta = l_vec'tau.
createEventStudyPlot	Constructs event study plot
createSensitivityPlot	Constructs sensitivity plot for Delta = Delta^{SD}(M), Delta^{SDB}(M) and Delta^{SDM}(M)
createSensitivityPlot_relativeMagnitudes	Constructs sensitivity plot for Delta = Delta^{RM}(Mbar), Delta^{SDRM}{Mbar} and their variants that incorporate additional shape or sign restrictions.
createSensitivityResults	Constructs robust confidence intervals for Delta = Delta^{SD}(M), Delta^{SDB}(M) and Delta^{SDM}(M) for vector of possible M values.
createSensitivityResults_relativeMagnitudes	Constructs robust confidence intervals for Delta = Delta^{RM}(Mbar), Delta^{SDRM}(Mbar) and their variants that incorporate shape or sign restrictions for a vector of possible Mbar values.
DeltaSD_lowerBound_Mpre	Construct lower bound for M for Delta = Delta^{SD}(M) based on observed pre-period coefficients.
DeltaSD_upperBound_Mpre	Construct upper bound for M for Delta = Delta^{SD}(M) based on observed pre-period coefficients.
findOptimalFLCI	Constructs optimal fixed length confidence interval for Delta = Delta^{SD}(M).
LWdata_EventStudy	Event study estimates from baseline female specification on employment in Lovenheim & Willen (2019). See discussion in Section 6.2 of Rambachan & Roth (2021).