R Econometrics Skill

Core Packages

library(data.table)      # Data manipulation
library(fixest)          # Fixed effects estimation  
library(modelsummary)    # Regression tables
library(ggplot2)         # Visualization
library(sf)              # Spatial data
library(here)            # Project paths

Data Manipulation (data.table)

# Read and assign
dt <- fread(here("data", "raw", "file.csv"))

# Common operations
dt[, new_var := old_var * 100]                    # Create variable
dt[, mean_y := mean(y, na.rm = TRUE), by = group] # Group operations
dt[year >= 2000 & treated == 1]                   # Filter
dt[, .(mean_y = mean(y), n = .N), by = group]     # Summarize
dt[other_dt, on = .(id, year)]                    # Merge

# Lag/lead within groups
setorder(dt, id, year)
dt[, lag_y := shift(y, 1), by = id]
dt[, lead_y := shift(y, -1), by = id]

Estimation (fixest)

Basic Fixed Effects

# Two-way fixed effects
est1 <- feols(y ~ treatment + controls | id + year, data = dt)

# Clustered standard errors (default: fixed effect groups)
est2 <- feols(y ~ treatment | id + year, data = dt, cluster = ~state)

# IV regression  
est3 <- feols(y ~ controls | id + year | endog ~ instrument, data = dt)

Difference-in-Differences

# Classic 2x2 DiD
est_did <- feols(y ~ treated:post | id + year, data = dt)

# Event study / dynamic effects
dt[, rel_time := year - treatment_year]
dt[, rel_time := fifelse(is.na(rel_time), -1000, rel_time)]  # Never-treated

est_es <- feols(y ~ i(rel_time, ref = -1) | id + year, data = dt)
iplot(est_es)  # Coefficient plot

Sun-Abraham / Callaway-Sant'Anna

# Sun-Abraham (requires cohort variable)
est_sa <- feols(y ~ sunab(cohort, year) | id + year, data = dt)

# Multiple estimators comparison
library(did)  # Callaway-Sant'Anna

Tables Output

modelsummary

models <- list(
  "OLS"       = est1,
  "With FE"   = est2,
  "IV"        = est3
)

modelsummary(models,
  stars = c('*' = 0.1, '**' = 0.05, '***' = 0.01),
  coef_omit = "Intercept",
  gof_omit = "AIC|BIC|Log",
  output = here("output", "tables", "main_results.tex")
)