Estimators ========== Core estimator classes for Difference-in-Differences analysis. The main estimators module (``diff_diff.estimators``) contains the base classes ``DifferenceInDifferences`` and ``MultiPeriodDiD``. Additional estimators are organized in separate modules for maintainability: - ``diff_diff.twfe`` - ``TwoWayFixedEffects`` estimator - ``diff_diff.synthetic_did`` - ``SyntheticDiD`` estimator All estimators are re-exported from ``diff_diff.estimators`` and ``diff_diff`` for backward compatibility, so you can import any of them using: .. code-block:: python from diff_diff import DifferenceInDifferences, TwoWayFixedEffects, MultiPeriodDiD, SyntheticDiD Most estimators have short aliases (``TROP`` already uses its short canonical name): .. code-block:: python from diff_diff import DiD, TWFE, EventStudy, SDiD, CS, CDiD, SA, BJS, Gardner, DDD, Stacked, Bacon .. module:: diff_diff.estimators DifferenceInDifferences (alias: ``DiD``) ---------------------------------------- Basic 2x2 DiD estimator. .. autoclass:: diff_diff.DifferenceInDifferences :no-index: :members: :undoc-members: :show-inheritance: :inherited-members: .. rubric:: Methods .. autosummary:: ~DifferenceInDifferences.fit ~DifferenceInDifferences.get_params ~DifferenceInDifferences.set_params MultiPeriodDiD (alias: ``EventStudy``) -------------------------------------- Event study estimator with period-specific treatment effects. .. autoclass:: diff_diff.MultiPeriodDiD :no-index: :members: :undoc-members: :show-inheritance: :inherited-members: TwoWayFixedEffects (alias: ``TWFE``) ------------------------------------- Panel DiD with unit and time fixed effects. .. module:: diff_diff.twfe .. autoclass:: diff_diff.TwoWayFixedEffects :no-index: :members: :undoc-members: :show-inheritance: :inherited-members: SyntheticDiD (alias: ``SDiD``) ------------------------------ Synthetic control combined with DiD (Arkhangelsky et al. 2021). .. module:: diff_diff.synthetic_did .. autoclass:: diff_diff.SyntheticDiD :no-index: :members: :undoc-members: :show-inheritance: :inherited-members: