PATHINTDID: Stata module performing Path-Integrated Difference-in-Differences (PI-DiD): Identification, Estimation, and Inference

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

Statistical Software Components from Boston College Department of Economics

Abstract: In empirical policy evaluation, interventions such as worker training programs, cash transfers, localized health programs, and digital financial services often produce dynamic, transitory effects where individual outcome paths temporarily diverge from counterfactuals before converging again due to skill depreciation or control-group catch-up. Standard Difference-in-Differences models suffer from endpoint-subtraction bias because they evaluate policy efficacy using static endline snapshot contrasts, which can erroneously indicate zero impact when trajectories rejoin despite substantial historical utility generated while the program was active. The pathintdid package overcomes this limitation by implementing a path-integrated framework that measures the total net stock of accumulated welfare generated over the post-treatment window by integrating the area trapped between realized and counterfactual outcome trajectories. This cumulative impact is also scaled into an annualized per-unit treatment flow, providing an accurate metric of policy success under dynamic rejoining conditions while accounting for arbitrary within-unit temporal correlation through cluster-robust standard errors.

Language: Stata
Requires: Stata version 14
Keywords: difference in differences; DiD; path integration (search for similar items in EconPapers)
Date: 2026-07-26
Note: This module should be installed from within Stata by typing "ssc install pathintdid". The module is made available under terms of the MIT license (https://opensource.org/licenses/MIT).
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http://fmwww.bc.edu/repec/bocode/p/pathintdid.ado
http://fmwww.bc.edu/repec/bocode/p/pathintdid.sthlp
http://fmwww.bc.edu/repec/bocode/p/pathintdidplot.ado
http://fmwww.bc.edu/repec/bocode/p/pathintdidrobust.ado
http://fmwww.bc.edu/repec/bocode/p/pathintdidrobust.sthlp
http://fmwww.bc.edu/repec/bocode/e/example_pathintdid.do
http://fmwww.bc.edu/repec/bocode/t/trainingpanel.dta

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