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 ()
Additional contact information
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 2024-06-13
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.
References: Add references at CitEc
Citations:

Downloads: (external link)
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)
http://fmwww.bc.edu/repec/bocode/t/twowayfeweights_out.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/t/twowayfeweights_out.sthlp help file (text/plain)

Related works:
Working Paper: TWOWAYFEWEIGHTS: Stata module to estimate the weights and measure of robustness to treatment effect heterogeneity attached to two-way fixed effects regressions (2019)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

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

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().