In staggered difference-in-differences designs the treatment effect is a vector of cohort-time effects rather than a single number. Estimating each separately is unbiased but imprecise when some are equal, while pooling them all is precise but biased under genuine heterogeneity. This package treats the choice as a partition-selection problem on the cohort-time cells and provides two estimators for it: a Dirichlet process mixture fitted by a collapsed Gibbs sampler, whose posterior marginalises over the unknown partition and reports co-clustering probabilities, and an 'L0'-penalised estimator that returns a single partition and arises as the fixed-variance maximum a posteriori solution of the same model. Also provides tests for whether the cohort-time effects carry recoverable heterogeneity at all, sampler diagnostics including exact enumeration of the partition posterior for small designs, regularisation paths for both estimators, and a calibrated data-generating process. All estimators accept a vector of first-stage cohort-time effects with their joint covariance, so any heterogeneity-robust first-stage estimator may be used. Methods are described in Arora and Wagle (2026) <doi:10.2139/ssrn.7207083>.
| Version: | 0.1.0 |
| Depends: | R (≥ 4.1.0) |
| Imports: | graphics, grDevices, stats, utils |
| Suggests: | did (≥ 2.1.0), knitr, rmarkdown, testthat (≥ 3.0.0) |
| Published: | 2026-09-15 |
| DOI: | 10.32614/CRAN.package.phdid (may not be active yet) |
| Author: | Rohan Wagle [aut, cre, cph], Parush Arora [aut, cph] |
| Maintainer: | Rohan Wagle <rohan.wagle_ug2023 at ashoka.edu.in> |
| BugReports: | https://github.com/ronwag2005/phdid/issues |
| License: | MIT + file LICENSE |
| URL: | https://github.com/ronwag2005/phdid |
| NeedsCompilation: | no |
| Citation: | phdid citation info |
| Materials: | README, NEWS |
| CRAN checks: | phdid results |
| Reference manual: | phdid.html , phdid.pdf |
| Vignettes: |
Minimum wages and teen employment: recovering partial homogeneity (source, R code) When partial homogeneity helps, and when it does not (source, R code) |
| Package source: | phdid_0.1.0.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): not available, r-oldrel (arm64): phdid_0.1.0.tgz, r-release (x86_64): not available, r-oldrel (x86_64): phdid_0.1.0.tgz |
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