Heterogeneous difference in differences

Di Liu
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Di Liu: StataCorp

German Stata Conference 2025 from Stata Users Group

Abstract: Stata 18 introduced two commands (each with four estimators) to fit heterogeneous DID models: hdidregress for repeated cross-sectional data and xthdidregress for panel/longitudinal data. In this talk, we briefly introduce the theory behind both estimators and then show how to fit heterogeneous DID models using the new commands. We also demonstrate postestimation tools to aggregate and visualize heterogeneous treatment effects and perform diagnostic tests.

Date: 2025-04-26
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http://repec.org/dsug2025/Germany25_Liu.pdf

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Persistent link: https://EconPapers.repec.org/RePEc:boc:dsug25:05

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