`twfe_did_rc`

is used to compute linear two-way fixed effects estimators for the ATT
in difference-in-differences (DiD) setups with stationary repeated cross-sectional data. As illustrated
by Sant'Anna and Zhao (2020),this estimator generally do not recover the ATT. We encourage empiricists
to adopt alternative specifications.

twfe_did_rc(
y,
post,
D,
covariates = NULL,
i.weights = NULL,
boot = FALSE,
boot.type = "weighted",
nboot = NULL,
inffunc = FALSE
)

## Arguments

y |
An \(n\) x \(1\) vector of outcomes from the both pre and post-treatment periods. |

post |
An \(n\) x \(1\) vector of Post-Treatment dummies (post = 1 if observation belongs to post-treatment period,
and post = 0 if observation belongs to pre-treatment period.) |

D |
An \(n\) x \(1\) vector of Group indicators (=1 if observation is treated in the post-treatment period, =0 otherwise). |

covariates |
An \(n\) x \(k\) matrix of covariates to be used in the regression estimation. |

i.weights |
An \(n\) x \(1\) vector of weights to be used. If NULL, then every observation has the same weights. |

boot |
Logical argument to whether bootstrap should be used for inference. Default is FALSE. |

boot.type |
Type of bootstrap to be performed (not relevant if `boot = FALSE` ). Options are "weighted" and "multiplier".
If `boot = TRUE` , default is "weighted". |

nboot |
Number of bootstrap repetitions (not relevant if `boot = FALSE` ). Default is 999. |

inffunc |
Logical argument to whether influence function should be returned. Default is FALSE. |

## Value

A list containing the following components:

ATTThe TWFE DID point estimate

seThe TWFE DID standard error

uciEstimate of the upper bound of a 95% CI for the TWFE parameter.

lciEstimate of the lower bound of a 95% CI for the TWFE parameter.

bootsAll Bootstrap draws of the ATT, in case bootstrap was used to conduct inference. Default is NULL

att.inf.funcEstimate of the influence function. Default is NULL

## Examples

# use the simulated data provided in the package
covX = as.matrix(sim_rc[,5:8])
# Implement TWFE DID estimator (you probably should consider something else....)
twfe_did_rc(y = sim_rc$y, post = sim_rc$post, D = sim_rc$d,
covariates= covX)
#> $ATT
#> dd:post
#> -25.43961
#>
#> $se
#> [1] 3.710505
#>
#> $uci
#> dd:post
#> -18.16702
#>
#> $lci
#> dd:post
#> -32.7122
#>
#> $boots
#> NULL
#>
#> $att.inf.func
#> NULL
#>