TWOWAYFEWEIGHTS: Stata module to estimate the weights and measure of robustness to treatment effect heterogeneity attached to two-way fixed effects regressions - Archive ouverte HAL Access content directly
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TWOWAYFEWEIGHTS: Stata module to estimate the weights and measure of robustness to treatment effect heterogeneity attached to two-way fixed effects regressions

Abstract

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.

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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⟩
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