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NEWS.md

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did2s 1.1.0

  • Added honest_did function to compute a sensitivity analysis using the approach of Rambachan and Roth (2021)

did2s 1.0.2

  • Huge speedup with many fixed effects with the assist from @etiennebacher

did2s 1.0.1

  • One line change sped-up big datasets something like 15x facepalm

did2s 0.7.0

  • Add ARMA_64_BIT for larger matricies

did2s 0.6.0

  • Added estimator argument to event_study and added vignette discussing the different estimators' assumptions
  • Fixed "seperate" argument typo in plot_event_study, which may break some previous code (#15)

did2s 0.5.0

  • Made code more robust by improving sparse model matrix creation

  • Rewrote covariance matrix creation to be faster and more robust

  • Improved block bootstrapping code using boot::boot

  • Fixed Sun and Abraham bug in event_study, h/t Frederik Noack

did2s 0.4.0

  • Add event_study and plot_event_study functions

  • Seperated did_imputation to new package didimputation

did2s 0.3.0

  • Add did_imputation following Borusyak, Jaravel, and Spiess (2021)

  • Speed up did2s

did2s 0.2.0

  • Use sparse matrices to use much less memory

  • Fix analytic standard errors when using weights

did2s 0.1.0

  • Correct and robust standard errors