did-event-study

Conduct difference-in-differences event study analysis with doubly robust estimators.

Updated Jun 27, 2026
One-click install
npx skills add https://github.com/fredmilhome/laffer_tobacco --skill did-event-study
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: did-event-study
Source: https://github.com/fredmilhome/laffer_tobacco/tree/main/.claude/skills/did-event-study
Command: npx skills add https://github.com/fredmilhome/laffer_tobacco --skill did-event-study

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires did, DRDID, didFF, csdid, drdid, contdid, staggered, HonestDiD, didFF, fixest, feols, estat, att_gt, drdid, ipwdid, ordid, contdid, csdid, drdid, and includes scripts (resource) and references (resource) components.

What problem does it solve?

This Skill addresses the challenge of conducting a robust and standardized difference-in-differences (DiD) or event study analysis with rigorous adherence to the methods outlined by Pedro Sant'Anna.

Core Features & Use Cases

  • DiD / Event Study Analysis: Offers a comprehensive framework for DiD and event study analysis, leveraging various R packages and Stata commands.
  • Standardized Workflow: Follows a structured workflow that includes diagnostics, sensitivity analysis, and inference, ensuring methodological rigor.
  • Use Case: Ideal for researchers or practitioners who need to analyze the impact of a treatment or event on a panel dataset with staggered timing.

Quick Start

Run the 'did-event-study' skill with your data file, specifying the outcome variable, unit ID, time variable, and group variable.

Frequently Asked Questions about did-event-study

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I run a difference-in-differences analysis with staggered treatment timing?

DiD event study analysis tracks treatment effects over time by comparing outcomes between treated and untreated groups. This Skill strictly follows the Sant'Anna methodology, applying doubly robust estimators to panel data to ensure robust causal inference and diagnostic validation.

What's the best way to perform an event study with doubly robust estimators?

The best way to perform an event study with doubly robust estimators is to use the Sant'Anna standard workflow. This Skill integrates the did and DRDID packages to apply these estimators, providing built-in diagnostics and sensitivity analysis for your panel data.

Do I need specific R or Stata packages to run a staggered DiD event study?

Yes, you need specific R packages like did, DRDID, didFF, fixest, and Stata packages like csdid and drdid. These dependencies provide the necessary functions for doubly robust estimation, staggered timing handling, and sensitivity analysis in your DiD workflow.

Can I use the Sant'Anna DiD methodology for panel data with multiple treatment periods?

Yes, you can use the Sant'Anna DiD methodology for panel data with multiple treatment periods. This Skill is designed to handle staggered adoption, calculating group-time average treatment effects using doubly robust estimators to avoid the biases found in traditional two-way fixed effects models.

Does this DiD and event study workflow include sensitivity analysis and diagnostics?

Yes, this DiD and event study workflow includes comprehensive diagnostics and sensitivity analysis. Adhering to the Sant'Anna standard, it validates the parallel trends assumption and tests the robustness of your treatment effect estimates to ensure methodological rigor.

Why does my staggered difference-in-differences model show biased treatment effects?

Staggered difference-in-differences models show biased treatment effects when traditional two-way fixed effects models are used. This Skill resolves the issue by applying the Sant'Anna methodology, using doubly robust estimators to calculate accurate group-time average treatment effects.