API Reference

This section provides complete API documentation for all diff-diff modules.

Estimators

Core estimator classes for DiD analysis:

diff_diff.DifferenceInDifferences	Difference-in-Differences estimator with sklearn-like interface.
diff_diff.TwoWayFixedEffects	Two-Way Fixed Effects (TWFE) estimator for panel DiD.
diff_diff.MultiPeriodDiD	Multi-Period Difference-in-Differences estimator.
diff_diff.SyntheticDiD	Synthetic Difference-in-Differences (SDID) estimator.
diff_diff.CallawaySantAnna	Callaway-Sant'Anna (2021) estimator for staggered Difference-in-Differences.
diff_diff.ChaisemartinDHaultfoeuille	de Chaisemartin-D'Haultfoeuille (dCDH) estimator.
diff_diff.SunAbraham	Sun-Abraham (2021) interaction-weighted estimator for staggered DiD.
diff_diff.ImputationDiD	Borusyak-Jaravel-Spiess (2024) imputation DiD estimator.
diff_diff.StackedDiD	Stacked Difference-in-Differences estimator.
diff_diff.TripleDifference	Triple Difference (DDD) estimator.
diff_diff.TROP	Triply Robust Panel (TROP) estimator.
diff_diff.ContinuousDiD	Continuous Difference-in-Differences estimator.
diff_diff.HeterogeneousAdoptionDiD	Heterogeneous Adoption Difference-in-Differences estimator.
diff_diff.EfficientDiD	Efficient DiD estimator (Chen, Sant'Anna & Xie 2025).
diff_diff.TwoStageDiD	Gardner (2022) two-stage Difference-in-Differences estimator.
diff_diff.SpilloverDiD	Ring-indicator spillover-aware DiD (Butts 2021).
diff_diff.WooldridgeDiD	Extended Two-Way Fixed Effects (ETWFE) DiD estimator.
diff_diff.BaconDecomposition	Goodman-Bacon (2021) decomposition of Two-Way Fixed Effects estimator.
diff_diff.StaggeredTripleDifference	Staggered Triple Difference (DDD) estimator.

Results Classes

Result containers returned by estimators:

diff_diff.DiDResults	Results from a Difference-in-Differences estimation.
diff_diff.MultiPeriodDiDResults	Results from a Multi-Period Difference-in-Differences estimation.
diff_diff.SyntheticDiDResults	Results from a Synthetic Difference-in-Differences estimation.
diff_diff.PeriodEffect	Treatment effect for a single time period.
diff_diff.CallawaySantAnnaResults	Results from Callaway-Sant'Anna (2021) staggered DiD estimation.
diff_diff.CSBootstrapResults	Results from Callaway-Sant'Anna multiplier bootstrap inference.
diff_diff.GroupTimeEffect	Treatment effect for a specific group-time combination.
diff_diff.ChaisemartinDHaultfoeuilleResults	Results from de Chaisemartin-D'Haultfoeuille (dCDH) Phase 1 estimation.
diff_diff.DCDHBootstrapResults	Results from ChaisemartinDHaultfoeuille (dCDH) multiplier bootstrap inference.
diff_diff.SunAbrahamResults	Results from Sun-Abraham (2021) interaction-weighted estimation.
diff_diff.SABootstrapResults	Results from Sun-Abraham bootstrap inference.
diff_diff.ImputationDiDResults	Results from Borusyak-Jaravel-Spiess (2024) imputation DiD estimation.
diff_diff.ImputationBootstrapResults	Results from ImputationDiD bootstrap inference.
diff_diff.TripleDifferenceResults	Results from Triple Difference (DDD) estimation.
diff_diff.StackedDiDResults	Results from Stacked DiD estimation (Wing, Freedman & Hollingsworth 2024).
diff_diff.TROPResults	Results from a Triply Robust Panel (TROP) estimation.
diff_diff.ContinuousDiDResults	Results from Continuous Difference-in-Differences estimation.
diff_diff.DoseResponseCurve	Dose-response curve from continuous DiD estimation.
diff_diff.HeterogeneousAdoptionDiDResults	Estimator output for HeterogeneousAdoptionDiD.
diff_diff.HeterogeneousAdoptionDiDEventStudyResults	Event-study results for HeterogeneousAdoptionDiD (Phase 2b).
diff_diff.EfficientDiDResults	Results from Efficient DiD (Chen, Sant'Anna & Xie 2025) estimation.
diff_diff.EDiDBootstrapResults	Bootstrap inference results for EfficientDiD.
diff_diff.TwoStageDiDResults	Results from Gardner (2022) two-stage DiD estimation.
diff_diff.TwoStageBootstrapResults	Results from TwoStageDiD bootstrap inference.
diff_diff.SpilloverDiDResults	Results from a ring-indicator spillover-aware DiD estimation (Butts 2021).
diff_diff.BaconDecompositionResults	Results from Goodman-Bacon decomposition of TWFE.
diff_diff.wooldridge_results.WooldridgeDiDResults	Results from WooldridgeDiD.fit().
diff_diff.Comparison2x2	A single 2x2 DiD comparison in the Bacon decomposition.
diff_diff.StaggeredTripleDiffResults	Results from Staggered Triple Difference (DDD) estimation.
diff_diff.TWFEWeightsResult	Lightweight container for the standalone twowayfeweights helper.

Visualization

Plotting functions for results:

diff_diff.plot_event_study	Create an event study plot showing treatment effects over time.
diff_diff.plot_group_effects	Plot treatment effects by treatment cohort (group).
diff_diff.plot_sensitivity	Plot sensitivity analysis results from Honest DiD.
diff_diff.plot_honest_event_study	Create event study plot with Honest DiD confidence intervals.
diff_diff.plot_bacon	Visualize Goodman-Bacon decomposition results.
diff_diff.plot_power_curve	Create a power curve visualization.
diff_diff.plot_pretrends_power	Plot pre-trends test power curve.

Diagnostics

Placebo tests and model diagnostics:

diff_diff.run_placebo_test	Run a placebo test to validate DiD assumptions.
diff_diff.placebo_timing_test	Test for pre-treatment effects by moving treatment timing earlier.
diff_diff.placebo_group_test	Test for differential trends among never-treated units.
diff_diff.permutation_test	Compute permutation-based p-value for DiD estimate.
diff_diff.leave_one_out_test	Assess sensitivity by dropping each treated unit in turn.
diff_diff.run_all_placebo_tests	Run a comprehensive suite of placebo tests.
diff_diff.PlaceboTestResults	Results from a placebo test for DiD assumption validation.

Panel Profiling

Pre-fit description of panel structure for estimator selection. The PanelProfile return type and its supporting dataclasses are documented in Panel Profiling.

diff_diff.profile_panel	Describe the structure of a DiD panel.
diff_diff.PanelProfile	Structural facts about a DiD panel.
diff_diff.OutcomeShape	Distributional shape of a numeric outcome column.
diff_diff.TreatmentDoseShape	Distributional shape of a continuous treatment dose.
diff_diff.Alert	A factual observation about a panel.

Sensitivity Analysis

Honest DiD for robust inference:

diff_diff.HonestDiD	Honest DiD sensitivity analysis (Rambachan & Roth 2023).
diff_diff.HonestDiDResults	Results from Honest DiD sensitivity analysis.
diff_diff.SensitivityResults	Results from sensitivity analysis over a grid of M values.
diff_diff.DeltaSD	Smoothness restriction on trend violations (Delta^{SD}).
diff_diff.DeltaRM	Relative magnitudes restriction on trend violations (Delta^{RM}).
diff_diff.DeltaSDRM	Combined smoothness and relative magnitudes restriction.
diff_diff.compute_honest_did	Convenience function for computing Honest DiD bounds.
diff_diff.sensitivity_plot	Create a sensitivity analysis plot.

Parallel Trends Testing

Testing the parallel trends assumption:

diff_diff.check_parallel_trends	Perform a simple check for parallel trends assumption.
diff_diff.check_parallel_trends_robust	Perform robust parallel trends testing using distributional comparisons.
diff_diff.equivalence_test_trends	Perform equivalence testing (TOST) for parallel trends.

HAD Pretest Workflow

Companion pretest battery for HeterogeneousAdoptionDiD implementing the Section 4 QUG / Stute / Yatchew tests from de Chaisemartin, Ciccia, D’Haultfœuille & Knau (2026), plus a unified report wrapper:

diff_diff.HADPretestReport	Composite output of did_had_pretest_workflow().
diff_diff.QUGTestResults	Result of qug_test() (paper Theorem 4).
diff_diff.StuteTestResults	Result of stute_test() (paper Appendix D).
diff_diff.YatchewTestResults	Result of yatchew_hr_test() (paper Theorem 7 / Equation 29).
diff_diff.StuteJointResult	Result of stute_joint_pretest() (joint Cramer-von Mises across horizons).

Bootstrap Inference

Wild cluster bootstrap for valid inference:

diff_diff.wild_bootstrap_se	Compute wild cluster bootstrap standard errors and p-values.
diff_diff.WildBootstrapResults	Results from wild cluster bootstrap inference.

Power Analysis

Power analysis for study design:

diff_diff.PowerAnalysis	Power analysis for difference-in-differences designs.
diff_diff.PowerResults	Results from analytical power analysis.
diff_diff.SimulationPowerResults	Results from simulation-based power analysis.
diff_diff.SimulationMDEResults	Results from simulation-based minimum detectable effect search.
diff_diff.SimulationSampleSizeResults	Results from simulation-based sample size search.
diff_diff.compute_power	Convenience function to compute power for given effect and sample.
diff_diff.compute_mde	Convenience function to compute minimum detectable effect.
diff_diff.compute_sample_size	Convenience function to compute required sample size.
diff_diff.simulate_power	Estimate power using Monte Carlo simulation.
diff_diff.simulate_mde	Find the minimum detectable effect via simulation-based bisection search.
diff_diff.simulate_sample_size	Find the required sample size via simulation-based bisection search.

Pre-Trends Power Analysis

Power analysis for pre-trends tests (Roth 2022):

diff_diff.PreTrendsPower	Pre-trends power analysis (Roth 2022).
diff_diff.PreTrendsPowerResults	Results from pre-trends power analysis.
diff_diff.PreTrendsPowerCurve	Power curve across violation magnitudes.
diff_diff.compute_pretrends_power	Convenience function for pre-trends power analysis.
diff_diff.compute_mdv	Compute minimum detectable violation.

Reporting

Stakeholder-facing report and diagnostic battery wrappers around fitted result objects:

diff_diff.BusinessReport	Produce a stakeholder-ready narrative from any diff-diff results object.
diff_diff.BusinessContext	Frozen bundle of business-framing metadata used when rendering prose.
diff_diff.DiagnosticReport	Run the standard diff-diff diagnostic battery on a fitted result.
diff_diff.DiagnosticReportResults	Frozen container holding the outcome of a DiagnosticReport.run_all() call.

Boundary Local-Linear Estimators

Calonico-Cattaneo-Farrell (2018) MSE-optimal bandwidth selector and Calonico-Cattaneo-Titiunik (2014) robust-bias-corrected local-linear fit used by HeterogeneousAdoptionDiD’s continuous-dose fit paths (continuous_at_zero and continuous_near_d_lower):

diff_diff.LocalLinearFit	Result of a local-linear regression at a boundary.
diff_diff.BandwidthResult	MSE-optimal bandwidth selector output plus per-stage diagnostics.
diff_diff.BiasCorrectedFit	Bias-corrected local-linear fit at a boundary (Phase 1c).

Data Preparation

Utilities for preparing DiD data:

diff_diff.generate_did_data	Generate synthetic data for DiD analysis with known treatment effect.
diff_diff.generate_continuous_did_data	Generate synthetic data for continuous DiD analysis with known dose-response.
diff_diff.generate_staggered_data	Generate synthetic data for staggered adoption DiD analysis.
diff_diff.generate_event_study_data	Generate synthetic data for event study analysis.
diff_diff.generate_ddd_data	Generate synthetic data for Triple Difference (DDD) analysis.
diff_diff.generate_factor_data	Generate synthetic panel data with interactive fixed effects (factor model).
diff_diff.generate_panel_data	Generate synthetic panel data for parallel trends testing.
diff_diff.make_treatment_indicator	Create a binary treatment indicator column from various input types.
diff_diff.make_post_indicator	Create a binary post-treatment indicator column.
diff_diff.wide_to_long	Convert wide-format panel data to long format for DiD analysis.
diff_diff.balance_panel	Balance a panel dataset to ensure all units have all time periods.
diff_diff.validate_did_data	Validate that data is properly formatted for DiD analysis.
diff_diff.summarize_did_data	Generate summary statistics by treatment group and time period.
diff_diff.create_event_time	Create an event-time column relative to treatment timing.
diff_diff.aggregate_to_cohorts	Aggregate unit-level data to treatment cohort means.
diff_diff.rank_control_units	Rank potential control units by their suitability for DiD analysis.

Datasets

Built-in datasets for examples and testing:

diff_diff.load_card_krueger	Load the Card & Krueger (1994) minimum wage dataset.
diff_diff.load_castle_doctrine	Load Castle Doctrine / Stand Your Ground laws dataset.
diff_diff.load_divorce_laws	Load unilateral divorce laws dataset.
diff_diff.load_mpdta	Load the Minimum Wage Panel Dataset for DiD Analysis (mpdta).
diff_diff.load_dataset	Load a dataset by name.
diff_diff.list_datasets	List available real-world datasets.
diff_diff.clear_cache	Clear the local dataset cache.

Module Documentation

Estimators

• Estimators
  • DifferenceInDifferences (alias: DiD)
  • MultiPeriodDiD (alias: EventStudy)
  • TwoWayFixedEffects (alias: TWFE)
  • SyntheticDiD (alias: SDiD)
• Staggered Adoption
  • CallawaySantAnna
  • CallawaySantAnnaResults
  • GroupTimeEffect
  • SunAbraham
  • SunAbrahamResults
  • SABootstrapResults
  • StaggeredTripleDifference
  • StaggeredTripleDiffResults
• de Chaisemartin-D’Haultfœuille (dCDH) DiD
  • ChaisemartinDHaultfoeuille
  • ChaisemartinDHaultfoeuilleResults
  • DCDHBootstrapResults
  • Convenience Function
  • Standalone TWFE Decomposition Diagnostic
  • Example Usage
• Imputation DiD (Borusyak et al. 2024)
  • ImputationDiD
  • ImputationDiDResults
  • ImputationBootstrapResults
  • Convenience Function
  • Example Usage
• Stacked Difference-in-Differences
  • StackedDiD
  • StackedDiDResults
  • Convenience Function
  • Example Usage
  • Comparison with Other Staggered Estimators
• Triple Difference (DDD)
  • TripleDifference
  • TripleDifferenceResults
  • Convenience Function
  • Estimation Methods
  • Example Usage
• Triply Robust Panel (TROP)
  • TROP
  • TROPResults
  • Convenience Function
  • Tuning Parameters
  • Estimation Methods
  • Example Usage
  • Comparison with Synthetic DiD
• Continuous Difference-in-Differences
  • ContinuousDiD
  • ContinuousDiDResults
  • DoseResponseCurve
  • Example Usage
  • Comparison with CallawaySantAnna
• Heterogeneous Adoption Difference-in-Differences
  • HeterogeneousAdoptionDiD
  • HeterogeneousAdoptionDiDResults
  • HeterogeneousAdoptionDiDEventStudyResults
  • HAD Pretests
• Efficient Difference-in-Differences
  • EfficientDiD
  • EfficientDiDResults
  • EDiDBootstrapResults
  • Example Usage
  • Comparison with Other Staggered Estimators
• Two-Stage DiD (Gardner 2022)
  • TwoStageDiD
  • TwoStageDiDResults
  • TwoStageBootstrapResults
  • Convenience Function
  • Example Usage
  • Estimator Comparison
• Spillover-Aware DiD (Butts 2021)
  • SpilloverDiD
  • SpilloverDiDResults
  • Example Usage
  • Identification spec
  • Estimator Comparison
  • Restrictions and follow-ups
• Wooldridge Extended Two-Way Fixed Effects (ETWFE)
  • WooldridgeDiD
  • WooldridgeDiDResults
  • Example Usage
  • Aggregation Methods
  • Comparison with Other Staggered Estimators
• Bacon Decomposition (Goodman-Bacon 2021)
  • BaconDecomposition
  • BaconDecompositionResults
  • Comparison2x2
  • Convenience Function
  • Example Usage
  • When Is TWFE Reliable?

Infrastructure

• Local-Linear Infrastructure
  • Kernels
  • Boundary local-linear fit
  • MSE-optimal bandwidth selector
  • Bias-corrected local-linear fit

Pre-Fit Profiling

• Panel Profiling
  • profile_panel
  • PanelProfile
  • OutcomeShape
  • TreatmentDoseShape
  • Alert

Diagnostics & Inference

• Diagnostics
  • run_placebo_test
  • placebo_timing_test
  • placebo_group_test
  • permutation_test
  • leave_one_out_test
  • run_all_placebo_tests
  • PlaceboTestResults
• Honest DiD
  • Overview
  • HonestDiD
  • HonestDiDResults
  • SensitivityResults
  • Restriction Classes
  • Convenience Functions
  • Complete Example
  • References
• Power Analysis
  • Overview
  • PowerAnalysis
  • PowerResults
  • SimulationPowerResults
  • SimulationMDEResults
  • SimulationSampleSizeResults
  • Convenience Functions
  • Complete Example
  • See Also
• Pre-Trends Power Analysis
  • Overview
  • PreTrendsPower
  • PreTrendsPowerResults
  • PreTrendsPowerCurve
  • Convenience Functions
  • Violation Types
  • Complete Example
  • References
  • See Also

Reporting

• BusinessReport
  • Example
  • API
• DiagnosticReport
  • Example
  • API

Results & Visualization

• Results Classes
  • DiDResults
  • MultiPeriodDiDResults
  • PeriodEffect
  • SyntheticDiDResults
• Visualization
  • plot_event_study
  • plot_group_effects
  • plot_sensitivity
  • plot_honest_event_study
  • plot_synth_weights
  • plot_staircase
  • plot_dose_response
  • plot_group_time_heatmap
  • plot_bacon
  • Plotly Backend

Data & Utilities

• Utilities
  • Parallel Trends Testing
  • Wild Cluster Bootstrap
• Data Preparation
  • Data Generation
  • Indicator Creation
  • Panel Data Utilities
  • Staggered Adoption Utilities
  • Survey Aggregation
  • Data Validation
  • Control Unit Selection
• Datasets
  • Dataset Loaders
  • Utility Functions
  • Listing and Loading Datasets