Estimate Panel Event Study — estimate_panel_event

Estimate a panel event study using two-way fixed effects (TWFE) or dynamic TWFE. Returns event-time coefficient estimates suitable for event study plots.

Usage

estimate_panel_event_study(
  task,
  method = c("static_twfe", "dynamic_twfe", "sun_abraham", "callaway_santanna",
    "dechaisemartin_dhaultfoeuille", "borusyak_jaravel_spiess"),
  leads = 5,
  lags = 5,
  base_period = -1,
  cluster = NULL,
  ...
)

Arguments

task: A PanelEventStudyTask.
method: Estimation method. One of "static_twfe", "dynamic_twfe", or "sun_abraham".
leads: Number of pre-treatment periods to include. Default 5.
lags: Number of post-treatment periods to include. Default 5.
base_period: The reference period (relative to treatment) to omit. Default -1 (the period just before treatment).
cluster: Name of the clustering variable for standard errors. Defaults to the unit ID.
...: Additional arguments passed to the underlying estimator (used by callaway_santanna, dechaisemartin_dhaultfoeuille, and borusyak_jaravel_spiess methods).

Value

The task with results populated, containing:

coefficients: Tibble of event-time coefficients with std errors
model: The fitted model object
method: The estimation method used