Heterogeneous difference-in-differences estimation

Enrique Pinzón
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Enrique Pinzón: StataCorp LLC

Northern European Stata Conference 2023 from Stata Users Group

Abstract: Treatment effects might differ over time and for groups that are treated at different points in time. These groups are known as treatment cohorts. In Stata 18, we introduced two commands that estimate treatment effects that vary over time and cohort. For repeated cross-sectional data, we have hdidregress. For panel data, we have xthdidregress. Both commands let you graph the evolution of treatment over time. They also allow you to aggregate treatment within cohort and time and visualize these effects. I will show you how both commands work and brieYy discuss the theory underlying them.

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Persistent link: https://EconPapers.repec.org/RePEc:boc:neur23:06

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