Heterogeneous difference in differences in Stata

Di Liu
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Di Liu: StataCorp LLC

Chinese Stata Conference 2023 from Stata Users Group

Abstract: We are interested in obtaining causal answers to our research questions. We want the effect of a treatment on an outcome. When studying causal questions with repeated cross-sections or panel data, it is common for treatment timing to differ across groups. When this occurs, treatment effects may be heterogeneous across groups and time. Failing to account for effect heterogeneity will lead to inconsistent estimates. We show how to use heterogeneous difference in differences to estimate, visualize, infer, and aggregate heterogeneous treatment effects.

Date: 2024-10-02
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http://repec.org/chin2023/China23_Liu.pdf

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Persistent link: https://EconPapers.repec.org/RePEc:boc:chin23:01

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