Multiplying matrices; order maters
A quick example of why you should care about matrix dimensions
A note on did2s syntax
I get a lot of questions about `first_stage` vs. `second_stage` in `did2s`. This note hopefully will help clarify it
Factor Models and Synthetic Control
Understanding factor models is important for understanding (advancements in) the synthetic control method.
Difference-in-Differences: Unit vs. Group FEs
In difference-in-differences settings, should you allow for unit-level fixed effects or just treatment-cohort (group) fixed effects? Jeff Wooldridge's paper shows when you have a balanced paper, imputation estimators produce the same, but group fixed effects can be *way* faster.
Non-traditional Diff-in-Diff
Notes on how I think about non-traditional difference-in-differences settings. I first describe the intuition behind the basic two-stage diff-in-diff method and then use that insight to describe how to approach non-traditional settings (e.g. continuous treatment, treatment turning on and off, and multiple doses during period)
All about influence functions
Introductory notes with detailed derivations of influence functions. I took these notes while trying to learn the material myself.