RT by @lugaricano: Unbelievable example. Anyone doing DiD should take note.

The TWFE shows a straight line: no change at t=0.

But if you use the default setting for...
(b) Callaway/SantAnna
(c) de Chaisemartin/D’Haultfuille
(d) Borusyak/Jaravel/Spiess
... you could *easily* mistake this for a TE.

🐦🔗: https://nitter.cz/BerkouwerS/status/1750524069429338153#m

[2024-01-25 14:20 UTC]