idid¶
idid implements instrumented difference-in-differences (IDiD) estimators for
cohort-time local average treatment effects on the treated, \(LATT(e,t)\). The
package covers both balanced panel data and repeated cross-sections, and
includes the doubly robust (DR) and double machine learning (DML) estimators
developed in Raaschou-Pedersen (2026). It also provides tools for aggregating cohort-time effects
into event-study and summary parameters, together with plotting utilities for
inspecting the aggregated effects.
Paper: Raaschou-Pedersen (2026)
Start with the Quickstart for the basic estimation workflow.
API Reference
Advanced API