Skip to content

Minor clarifications in the TSDiD vignette#44

Open
Ph-ADD wants to merge 1 commit intokylebutts:mainfrom
Ph-ADD:main
Open

Minor clarifications in the TSDiD vignette#44
Ph-ADD wants to merge 1 commit intokylebutts:mainfrom
Ph-ADD:main

Conversation

@Ph-ADD
Copy link
Copy Markdown
Contributor

@Ph-ADD Ph-ADD commented Mar 16, 2026

  • added some details about traditional TWFE
  • added markdown notes / warnings for key points
  • misc clarifications about the did2s method / functions

- added some details about traditional TWFE 
- added markdown notes / warnings for key points
- misc clarifications about the did2s method / functions
@Ph-ADD
Copy link
Copy Markdown
Contributor Author

Ph-ADD commented Mar 16, 2026

Just my attempt at clarifying some things in the vignette while teaching myself the method.

The technical changes are minor but should be reviewed. The main technical change was on the subscripts of the first TWFE equation. The first sum ended at -2 and the second sum started at 1. As far as I can tell, it's usually fine to estimate the treatment period (t = 0). Just that one period needs to be dropped to avoid multi-collinearity. But I'd be happy to learn why I'm wrong on this.

The rest of the technical description changes were about the traditional TWFE model / notation.

@Ph-ADD Ph-ADD marked this pull request as ready for review March 16, 2026 18:35
@kylebutts
Copy link
Copy Markdown
Owner

All of this is helpful and appreciated!

Yes, we do not need to drop -1 for did2s. That was a mistake that I thought I fixed in a previous iteration. If you could change that too, that would be great!

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

2 participants