event-study
CommunityMaster event studies and DiD analysis.
Data & Analytics#econometrics#DiD#panel data#event study#difference-in-differences#treatment effects
Authordariia-m
Version1.0.0
Installs0
System Documentation
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.
Dependency Matrix
Required Modules
fixestdiddid2sDIDmultiplegtbacondecompHonestDiDggplot2broomdplyrstringrmodelsummary
Components
scriptsreferences
💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: event-study Download link: https://github.com/dariia-m/my_claude_skills/archive/main.zip#event-study Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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