phdid: Partial Homogeneity in Staggered Difference-in-Differences

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
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

Documentation:

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)

Downloads:

Package source:	phdid_0.1.0.tar.gz
Windows binaries:	r-devel: phdid_0.1.0.zip, r-release: phdid_0.1.0.zip, r-oldrel: phdid_0.1.0.zip
macOS binaries:	r-release (arm64): phdid_0.1.0.tgz, r-oldrel (arm64): phdid_0.1.0.tgz, r-release (x86_64): phdid_0.1.0.tgz, r-oldrel (x86_64): phdid_0.1.0.tgz

Linking:

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