flexpaneldid: A Stata command for causal analysis with varying treatment time and duration

Eva Dettmann, Alexander Giebler and Antje Weyh

No 5/2019, IWH Discussion Papers from Halle Institute for Economic Research (IWH)

Abstract: The paper presents a modification of the matching and difference-in-differences approach of Heckman et al. (1998) and its Stata implementation, the command flexpaneldid. The approach is particularly useful for causal analysis of treatments with varying start dates and varying treatment durations (like investment grants or other subsidy schemes). Introducing more flexibility enables the user to consider individual treatment and outcome periods for the treated observations. The flexpaneldid command for panel data implements the developed flexible difference-in-differences approach and commonly used alternatives like CEM Matching and difference-in-differences models. The novelty of this tool is an extensive data preprocessing to include time information into the matching approach and the treatment effect estimation. The core of the paper gives two comprehensive examples to explain the use of flexpaneldid and its options on the basis of a publicly accessible data set.

Keywords: causal analysis; CEM matching; statistical distance function; conditional fixed effects difference-in-differences; nonparametric conditional difference-indifferences (search for similar items in EconPapers)
JEL-codes: A11 D61 H20 Z0 (search for similar items in EconPapers)
Date: 2019
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4)

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Persistent link: https://EconPapers.repec.org/RePEc:zbw:iwhdps:52019

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