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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: University of California at Santa Barbara

Statistical Software Components from Boston College Department of Economics

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.

Language: Stata
Requires: Stata version 12
Keywords: fixed effects; two-way fixed effects; regression; weights (search for similar items in EconPapers)
Date: 2019-02-28, Revised 2022-11-24
Note: This module should be installed from within Stata by typing "ssc install twowayfeweights". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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http://fmwww.bc.edu/repec/bocode/t/twowayfeweights.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/t/twowayfeweights.sthlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s458611

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Handle: RePEc:boc:bocode:s458611