The eventstudyr package implements tools for estimating linear panel event study models, following the recommendations in Freyaldenhoven et al. (2021). Includes sup-t bands, testing for key hypotheses, least wiggly path through the Wald region. Allows instrumental variables estimation following Freyaldenhoven et al. (2019).
# Install from CRAN install.packages("eventstudyr") # Install latest version from GitHub install.packages("devtools") ::install_github("JMSLab/eventstudyr")devtools
Find a minimal example below. For more examples see the package documentation and vignette.
library(eventstudyr) set.seed(10) # for reproducibility of sup-t bands <- EventStudy( estimates_ols estimator = "OLS", data = example_data, # Use package sample data outcomevar = "y_smooth_m", policyvar = "z", idvar = "id", timevar = "t", controls = "x_r", pre = 0, post = 4 ) <- EventStudyPlot(estimates = estimates_ols) plt plt
Simon Freyaldenhoven, Christian Hansen, Jorge Pérez Pérez, and Jesse M. Shapiro. “Visualization, Identification, and Estimation in the Panel Event-Study Design.” NBER Working Paper No. 29170, August 2021.
Simon Freyaldenhoven, Christian Hansen, Jorge Pérez Pérez, Jesse M.
Shapiro, Veli M. Andirin, Richard Calvo, Santiago Hermo, Nathan Schor,
Emily Wang. “
eventstudyr package.” Code and data repository
at https://github.com/JMSLab/eventstudyr, March 2023.
Thank you to Eliana Sena Sarmiento and Melissa Wu for their excellent
work testing and reviewing
eventstudyr prior to its public