hddid

Contents

  • Installation
  • Quick Start
  • API Reference
  • Mathematical Background
  • Troubleshooting
  • Changelog
hddid
  • hddid: High-Dimensional Doubly Robust Difference-in-Differences
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hddid: High-Dimensional Doubly Robust Difference-in-Differences

hddid implements the doubly robust semiparametric difference-in-differences estimator for high-dimensional data, following Ning, Peng, and Tao (2020).

Contents

  • Installation
    • Dependencies
  • Quick Start
    • Minimal workflow
    • Choosing a basis family and solver
    • Using B-spline basis (optimal Bernstein constant)
    • Auto penalty selection
    • Advanced: custom nuisance estimators
  • API Reference
    • Fitting
    • Basis Functions
    • Cross-Fitting
    • Nuisance Estimation
    • Score Construction
    • Second-Stage Estimation
    • Inference
    • Results
    • Package Version
  • Mathematical Background
    • Model
    • Key Equations
    • Cross-Fitting and Neyman Orthogonality
  • Troubleshooting
    • Common Errors
    • Installation Issues
    • Performance Tips
    • Regularization Parameter Selection
  • Changelog
    • v0.1.0 (development)

Indices and tables

  • Index

  • Module Index

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© Copyright 2026, Xuanyu Cai, Wenli Xu.

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