event-study

Run event studies and DiD analyses with robust estimators in R.

34|10|Updated Mar 12, 2026
One-click install
npx skills add https://github.com/dariia-m/my_claude_skills --skill event-study
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: event-study
Source: https://github.com/dariia-m/my_claude_skills/tree/main/event-studies
Command: npx skills add https://github.com/dariia-m/my_claude_skills --skill event-study

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires fixest, did, did2s, DIDmultiplegt, bacondecomp, HonestDiD, ggplot2, broom, dplyr, stringr, modelsummary, and includes scripts (resource) and references (resource) components.

What problem does it solve?

This Skill provides a comprehensive toolkit for conducting event studies and difference-in-differences (DiD) analyses, enabling you to estimate dynamic treatment effects and diagnose potential issues in panel data.

Core Features & Use Cases

  • Event Study Plots: Generate publication-quality plots showing treatment effects over time relative to an event.
  • Robust DiD Estimators: Implement modern methods (Callaway & Sant'Anna, Sun & Abraham, etc.) that handle staggered treatment timing and heterogeneous effects.
  • Diagnostics: Perform pre-trend tests, placebo checks, and sensitivity analyses to validate your findings.
  • Use Case: Analyze the impact of a new policy rolled out across different regions at different times, visualizing the dynamic effects and ensuring the parallel trends assumption holds.

Quick Start

Use the event-study skill to create an event study plot for the 'outcome' variable using 'treat_year' as the treatment timing and 'unit_id' and 'year' for panel structure.

Frequently Asked Questions about 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 in R?

To run a difference-in-differences analysis with staggered timing in R, use modern robust estimators like Callaway & Sant'Anna or Sun & Abraham, which handle heterogeneous treatment effects better than traditional TWFE models.

What is the best way to create an event study plot for panel data?

The best way to create an event study plot for panel data is using R packages like fixest and ggplot2 to visualize dynamic treatment effects over time relative to the treatment event.

How do I test for pre-trends in a DiD analysis?

To test for pre-trends in a DiD analysis, perform pre-trend testing and placebo checks using built-in diagnostics to validate that the parallel trends assumption holds before interpreting treatment effects.

Does this event study approach support sensitivity analysis for treatment effects?

Yes, this event study approach supports sensitivity analysis for treatment effects by utilizing the HonestDiD R package alongside standard robust estimators to check the stability of your findings.

When should I use Callaway & Sant'Anna instead of standard TWFE models for an event study?

You should use Callaway & Sant'Anna instead of standard TWFE models for an event study when your treatment timing is staggered, as it avoids negative weighting issues caused by heterogeneous effects.