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staggeredGMM
View on CRAN: Click
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Download and install staggeredGMM package within the R console
Install from CRAN:
install.packages("staggeredGMM")
Install from Github:
library("remotes")
install_github("cran/staggeredGMM") Install by package version:
library("remotes")
install_version("staggeredGMM", "0.1.0") Attach the package and use:
library("staggeredGMM")
Maintained by
Rishabh Bijani
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First Published: 2026-09-15
Latest Update: 2026-09-15
Description:
Estimates cohort-by-time average treatment effects under staggered treatment adoption by the generalized method of moments. Three weighting schemes are provided, corresponding to a pooled stationary covariance, a cohort-specific stationary covariance, and an unrestricted within-cohort covariance. Optional adjustment for baseline covariates by outcome regression, and a serial-correlation robust over-identification test of parallel trends and no anticipation, are also supported. The methods are described in Arora and Bijani (2026) <doi:10.2139/ssrn.6558759>.
How to cite:
Rishabh Bijani (2026). staggeredGMM: GMM Estimation of Treatment Effects Under Staggered Adoption. R package version 0.1.0, https://cran.r-project.org/web/packages/staggeredGMM. Accessed 24 Oct. 2026.
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