TwoWayFEWeights.jl

Welcome to the website of the TwoWayFEWeights.jl package.

The TwoWayFEWeights.jl package computes the weights associated with TWFE regression and the robust estimator proposed by de Chaisemartin & D'Haultfœuille 2020. It is the replication of an original R package (available here), developed by the ERC REALLYCREDIBLE Team.

Main function

Type of computation

Examples

In order to run the examples, we are going to load the example dataset of the original package:

url = "https://raw.githubusercontent.com/chaisemartinPackages/twowayfeweights/main/wagepan_twfeweights.dta"
path = Downloads.download(url)
wagepan = ReadStatTables.readstat(path)
wagepan = DataFrames.DataFrame(wagepan)

julia_resultat = twowayfeweights(
    data                = wagepan,
    Y                   = "lwage",
    G                   = "nr",
    T                   = "year",
    D                   = "union",
    type                = "feTR",
    summary_measures    = true,
    test_random_weights = "educ")

julia_resultat = twowayfeweights(
    data = wagepan,
    Y = "lwage",
    G = "nr",
    T = "year",
    D = "union",
    type = "feS",
    summary_measures = true,
    test_random_weights = "educ")

julia_resultat = twowayfeweights(
        data = wagepan,
        Y = "diff_lwage",
        G = "nr",
        T = "year",
        D = "diff_union", # use differenced versions of Y and D
        type                = "fdTR",             # changed
        D0                  = "union",            # added (req'd arg for fdTR type)
        summary_measures    = true,
        test_random_weights = "educ")

julia_resultat = twowayfeweights(
    data                = wagepan,
    Y                   = "diff_lwage",
    G                   = "nr",
    T                   = "year",
    D                   = "diff_union",
    type                = "fdS",
    D0                  = "union",
    summary_measures    = true,
    test_random_weights = "educ")