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I'm running a triple difference analysis with staggered treatments. It is straightforward to obtain point estimates for triple difference estimators; however, it is not clear to me how to use the did package for inference in this setting. I found some slides from Dr. Sant'anna that suggest making use of the influence functions and the multiplier bootstrap for this purpose, but the details aren't given. I was wondering if you could shed some light on how one might do this with the did package.
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I'm running a triple difference analysis with staggered treatments. It is straightforward to obtain point estimates for triple difference estimators; however, it is not clear to me how to use the did package for inference in this setting. I found some slides from Dr. Sant'anna that suggest making use of the influence functions and the multiplier bootstrap for this purpose, but the details aren't given. I was wondering if you could shed some light on how one might do this with the did package.
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