PIDID: Stata module to estimate Path-Integrated Difference-in-Differences

Comlan Apollinaire-Fabrice Salavi ()
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Comlan Apollinaire-Fabrice Salavi: African School of Economics

Statistical Software Components from Boston College Department of Economics

Abstract: pidid implements the Path-Integrated Difference-in-Differences framework: instead of comparing treated and control outcomes at a single endline date, it treats the treatment effect as a trajectory tau(t) = c1(t) - c0(t) where c1(t) and c0(t) are the (group-mean) treated and control outcome paths over time, and integrates this gap over the post-treatment window [t0, t1] using the trapezoidal rule to obtain the cumulative causal effect sigma = INTEGRAL_t0^t1 tau(t) dt and the path-integrated Average Treatment Effect on the Treated, tau-bar = sigma / (t1 - t0). For comparison, pidid also reports the conventional static two-period DiD estimate, tau(t1) - tau(t0), which is computed only from the endpoints and can be zero (or misleadingly small) whenever a transitory intervention's effect has fully decayed by t1, even though sigma remains strictly positive. See Salavi (2026) for the underlying theory and the endpoint-subtraction-bias result.

Language: Stata
Requires: Stata version 14
Keywords: panel data; repeated cross-sections; difference in differences; DiD; path-integrated; ATE (search for similar items in EconPapers)
Date: 2026-07-11
Note: This module should be installed from within Stata by typing "ssc install pidid". The module is made available under terms of the MIT license (https://opensource.org/licenses/MIT).
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/p/pidid.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/pidid.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/p/pididplot.ado
http://fmwww.bc.edu/repec/bocode/p/pididplot.sthlp
http://fmwww.bc.edu/repec/bocode/p/test_pidid.do certification script (text/plain)
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http://fmwww.bc.edu/repec/bocode/e/example_pidid.do
http://fmwww.bc.edu/repec/bocode/p/pididplot_example.pdf
http://fmwww.bc.edu/repec/bocode/t/trainingpanel.dta

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