staggeredGMM
GMM Estimation of Treatment Effects Under Staggered Adoption
Estimates cohort-by-time average treatment effects under staggered treatment adoption by the generalized method of moments. Three weighting schemes are provided, corresponding to a pooled stationary covariance, a cohort-specific stationary covariance, and an unrestricted within-cohort covariance. Optional adjustment for baseline covariates by outcome regression, and a serial-correlation robust over-identification test of parallel trends and no anticipation, are also supported. The methods are described in Arora and Bijani (2026) <doi:10.2139/ssrn.6558759>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.0 |
rolling linux/jammy R-4.5 | staggeredGMM_0.1.0.tar.gz |
169.3 KiB |
0.1.0 |
rolling linux/noble R-4.5 | staggeredGMM_0.1.0.tar.gz |
169.3 KiB |
0.1.0 |
rolling source/ R- | staggeredGMM_0.1.0.tar.gz |
107.0 KiB |
0.1.0 |
latest linux/jammy R-4.5 | staggeredGMM_0.1.0.tar.gz |
169.3 KiB |
0.1.0 |
latest linux/noble R-4.5 | staggeredGMM_0.1.0.tar.gz |
169.3 KiB |
0.1.0 |
latest source/ R- | staggeredGMM_0.1.0.tar.gz |
107.0 KiB |
0.1.0 |
2026-04-23 source/ R- | staggeredGMM_0.1.0.tar.gz |
0 B |