Rolling estimation methods in Stata for robust estimation of treatment effects with staggered interventions

Jeffrey Wooldridge

UK Stata Conference 2026 from Stata Users Group

Abstract: I will provide an overview of how commonly used treatment-effects estimators, including doubly robust estimators, can be applied after simple time-series transformations with panel data. Demeaning using pretreatment time periods leads to estimators comparable with existing estimators in the context of staggered interventions—sometimes with better statistical properties. In addition, I will show how unit-specific detrending before applying the treatment-effect estimators allows explicit violation of conditional parallel trends. The recent community-contributed command lwdid will be used to implement the methods.

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Persistent link: https://EconPapers.repec.org/RePEc:boc:lsug26:18

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