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TWOWAYFEWEIGHTS: Stata module to estimate the weights and measure of robustness to treatment effect heterogeneity attached to two-way fixed effects regressions

Clément de Chaisemartin, Xavier D'Haultfoeuille and Antoine Deeb ()
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Antoine Deeb: UC Santa Barbara - University of California [Santa Barbara] - UC - University of California, World Bank Group

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Abstract: twowayfeweights estimates the weights and the measure of robustness to treatment effect heterogeneity attached to the two-way fixed effects regressions studied in Chaisemartin & D'Haultfoeuille (2018), it can also compute inference measures for the weights.

Date: 2019
Note: View the original document on HAL open archive server: https://sciencespo.hal.science/hal-03946777
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