NonlinearDiD: Staggered Difference-in-Differences with Nonlinear Outcomes
Implements difference-in-differences estimators for staggered treatment adoption with binary, count, and other nonlinear outcomes. Extends Callaway and Sant'Anna (2021) <doi:10.1016/j.jeconom.2020.12.001> to handle the fundamental identification challenges that arise with nonlinear outcome models (logit, probit, Poisson) in heterogeneous treatment timing designs. Provides group-time average treatment effects on the treated (ATT), aggregation schemes, and pre-treatment parallel trends tests appropriate for nonlinear settings. Methods include doubly-robust semiparametric estimators, nonparametric bounds, and an odds-ratio DiD approach for binary outcomes. Methods extend Callaway and Sant'Anna (2021) <doi:10.1016/j.jeconom.2020.12.001>, Roth and Sant'Anna (2023) <doi:10.3982/ECTA19255>, and Wooldridge (2023) <doi:10.1093/ectj/utad016>.
| Version: | 0.1.0 |
| Depends: | R (≥ 4.0.0) |
| Imports: | stats, utils, MASS, sandwich, lmtest, ggplot2, Rcpp (≥ 1.0.0) |
| LinkingTo: | Rcpp |
| Suggests: | did, dplyr, knitr, rmarkdown, testthat (≥ 3.0.0), covr |
| Published: | 2026-05-05 |
| DOI: | 10.32614/CRAN.package.NonlinearDiD (may not be active yet) |
| Author: | Subir Hait  [aut,
cre] |
| Maintainer: | Subir Hait <haitsubi at msu.edu> |
| BugReports: | https://github.com/causalfragility-lab/NonlinearDiD/issues |
| License: | MIT + file LICENSE |
| URL: | https://github.com/causalfragility-lab/NonlinearDiD |
| NeedsCompilation: | yes |
| Materials: | README, NEWS |
| CRAN checks: | NonlinearDiD results |
Documentation:
| Reference manual: | NonlinearDiD.html , NonlinearDiD.pdf |
| Vignettes: |
Functional Form Sensitivity in Nonlinear DiD (source, R code) Staggered DiD with Nonlinear Outcomes (source, R code) |
Downloads:
| Package source: | NonlinearDiD_0.1.0.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): NonlinearDiD_0.1.0.tgz, r-oldrel (arm64): NonlinearDiD_0.1.0.tgz, r-release (x86_64): NonlinearDiD_0.1.0.tgz, r-oldrel (x86_64): NonlinearDiD_0.1.0.tgz |
Linking:
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