Software
Open-source statistical packages for causal inference and econometrics.
Python · PyPI
A Python implementation of the Lee–Wooldridge (2025, 2026) rolling-transformation approach to difference-in-differences estimation. Supports common timing and staggered adoption designs, exact small-sample inference, seasonal adjustments, IPW/IPWRA/PSM estimators, pre-treatment dynamics testing, and comprehensive diagnostic toolkits.
Stata
A Stata package implementing the conditional extrapolation pre-test framework for difference-in-differences designs proposed by Mikhaeil and Harshaw (2025). Provides an asymptotically consistent pre-test for the extrapolation condition and conditionally valid confidence intervals for the ATT with guaranteed asymptotic coverage.
Stata
A Stata implementation of equivalence tests for pre-trends in DiD estimation, based on Dette and Schumann (2024, JBES). Implements three equivalence hypotheses (maximum, mean, and RMS), minimum equivalence threshold computation, multiple inference methods including spherical and wild bootstrap, and visualization with equivalence bounds.
Stata
A Stata implementation of the Double Difference-in-Differences method proposed by Egami and Yamauchi (2023, Political Analysis). Optimally combines standard DID and sequential DID via GMM for improved efficiency and robustness. Supports staggered adoption designs, parallel trends diagnostics with equivalence confidence intervals, and visualization.