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All papers and comparison plots · Results JSON · Quarto source

1 of 1 registered specifications have estimates. Every registered specification appears below.

Additional comparison: CS-DID, SDID, matrix completion, horizontal ridge and multisynth (with pooling settings)

Noack and Costello (2024), JPE. https://doi.org/10.1086/729065

Data and estimation

Outcomes are divided by their unweighted source-sample standard deviation (ddof=1), before exclusions; they are not centered. Treatment adoption is the first observed treated period. Models share an eligible sample, fixed effects, controls and weights. Initially treated units, missing −1 baselines and unsupported untreated-outcome predictions are removed. For switching treatments, untreated rows after first adoption are removed. Exact counts and settings are in the JSON.

Static TWFE uses the treatment indicator. Dynamic TWFE omits event time −1. BJS/did2s fits untreated outcomes, then averages imputation residuals. Sun–Abraham estimates cohort-by-event-time effects. The three dynamic estimates share post-period aggregation weights. Event-study tails are unbinned. These are common-sample reruns, not Peter’s original estimator-specific sample and tail-binning rules.

The homogeneity test restricts identified cohort deviations at positive event times to zero; leads and event time 0 remain unrestricted. It is a homoskedastic nested-model F-test. Estimate intervals are separately cluster-robust, with the did2s two-stage correction. Large panels use algebraically equivalent sparse regressions; backend and validation results are recorded in JSON.

Specification Status F_pvalue Static TWFE Dynamic TWFE BJS / did2s Sun–Abraham
S20-P001 estimated 5.812e-72 -0.455 -0.5098 -0.5225 -0.5138

Adoption timing

Treatment adoption timing

S20-P001: seeded sample of 100 of 723 eligible units. Purple untreated; yellow treated; white unobserved. Calendar periods follow the configured time grid. Each specification uses its own full eligible sample.

Specifications

Open a specification for its estimates, event studies and homogeneity test. Plots display −10 through 10; JSON contains the full paths. Large-panel intervals are calculated over the displayed window.

S20-P001 · CMPRC-CSA-NOTYET · homogeneity rejected

Specification JSON · Configuration

CMPRC-CSA-NOTYET

Source rows: 39,432; fitted rows: 38,319; units: 723; clusters: 47; treated cohorts: 15. Source outcome SD: 1.3291712.

method estimate se lower upper
Static TWFE -0.45497 0.069443 -0.59475 -0.31518
Dynamic TWFE -0.50982 0.085202 -0.68132 -0.33832
BJS / did2s -0.52248 0.085619 -0.69482 -0.35014
Sun–Abraham -0.51382 0.064064 -0.64277 -0.38486

Post-period weighting: observations. Homogeneity F(379, 36764) = 2.941; p = 5.812e-72.

TWFE, imputation, saturated event studies and cohort deviations

Reproduce

Code, configurations and environments · Generic Quarto template · Editable Jot template. Source datasets remain local. Run python templates/full_archive/run_archive.py, then python templates/full_archive/build_collection.py.