On synthetic difference-in-differences and related estimation methods in Stata
Damian Clarke,
Daniel Pailañir (),
Susan Athey and
Guido Imbens ()
Additional contact information
Daniel Pailañir: University of Chile
Guido Imbens: Stanford University
Stata Journal, 2024, vol. 24, issue 4, 557-598
Abstract:
In this article, we describe a computational implementation of the synthetic difference-in-differences (SDID) estimator of Arkhangelsky et al. (2021, American Economic Review 111: 4088–4118) for Stata. SDID can be used in many circumstances where treatment effects on some particular policy or event are desired and repeated observations on treated and untreated units are available over time. We lay out the theory underlying SDID both when there is a single treatment adoption date and when adoption is staggered over time, and we discuss estimation and inference in each of these cases. We introduce the sdid command, which implements these methods in Stata, and provide several examples of use, discussing estimation, inference, and visualization of results. Along with SDID, the sdid command allows for the implementation of standard synthetic control and difference-in-differences methods in an identical framework, permitting estimation, inference, and the generation of graphical output in a computationally efficient way.
Keywords: synthetic difference in differences; synthetic control; difference in differences; estimation; inference; visualization (search for similar items in EconPapers)
Date: 2024
Note: to access software from within Stata, net describe http://www.stata-journal.com/software/sj24-4/st0757/
References: Add references at CitEc
Citations:
Downloads: (external link)
http://www.stata-journal.com/article.html?article=st0757 link to article purchase
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:tsj:stataj:v:24:y:2024:i:4:p:557-598
Ordering information: This journal article can be ordered from
http://www.stata-journal.com/subscription.html
DOI: 10.1177/1536867X241297914
Access Statistics for this article
Stata Journal is currently edited by Nicholas J. Cox and Stephen P. Jenkins
More articles in Stata Journal from StataCorp LLC
Bibliographic data for series maintained by Christopher F. Baum () and Lisa Gilmore ().