TWOWAYFEWEIGHTS: Stata module to estimate the weights and measure of robustness to treatment effect heterogeneity attached to two-way fixed effects regressions

Clément de Chaisemartin (1, 2) , Xavier d'Haultfoeuille (3) , Antoine Deeb (1, 4)

1 UC Santa Barbara - University of California [Santa Barbara]
2 ECON - Département d'économie (Sciences Po)
3 CREST - Centre de Recherche en Économie et Statistique
4 World Bank Group

twowayfeweights estimates the weights and the measure of robustness to treatment effect heterogeneity attached to the two-way fixed effects regressions studied in Chaisemartin & D'Haultfoeuille (2018), it can also compute inference measures for the weights.

Domaines: Economies et finances

Clément de Chaisemartin, Xavier d'Haultfoeuille, Antoine Deeb. TWOWAYFEWEIGHTS: Stata module to estimate the weights and measure of robustness to treatment effect heterogeneity attached to two-way fixed effects regressions. 2019, ⟨swh:1:dir:c7cf640e174c21e32b28f1721d380132ae5a5694;origin=https://hal.archives-ouvertes.fr/hal-03946777;visit=swh:1:snp:8206c029fd62b44e032fe343d1a05d2b2c4a4312;anchor=swh:1:rel:b43025b010f74ffcbb38798b95dca44a15a2a932;path=/⟩. ⟨hal-03946777⟩