heterogeneouspeereffects (Q7368026)

Heterogeneous Peer Effect Package provides two-step Generalized Method of Moments (GMM) estimators for heterogeneous peer effects in group-level treatment models developed by Pasquier, Rossi and Wang (2026) <https://crest.science/wp-content/uploads/2026/09/2026-11.pdf>. The package separates the direct effect of treatment from within-group and between-group spillover effects, using a cross-fitted, semiparametric approach that leaves the propensity score unspecified and estimates it nonparametrically. Two identification settings are implemented: one in which eligibility for treatment coincides with group identity, and one in which identity is orthogonal to eligibility, allowing peer effects to differ across subgroups (e.g. by gender). Point estimates, standard errors, and test statistics are returned for the direct effect and for each within- and between-group peer effect.