Fuzzy differences-in-differences with Stata

Clément de Chaisemartin, Xavier D’haultfœuille and Yannick Guyonvarch
Additional contact information
Xavier D’haultfœuille: CREST - Centre de Recherche en Économie et Statistique - ENSAI - Ecole Nationale de la Statistique et de l'Analyse de l'Information [Bruz] - X - École polytechnique - IP Paris - Institut Polytechnique de Paris - ENSAE Paris - École Nationale de la Statistique et de l'Administration Économique - IP Paris - Institut Polytechnique de Paris - CNRS - Centre National de la Recherche Scientifique
Yannick Guyonvarch: CREST - Centre de Recherche en Économie et Statistique - ENSAI - Ecole Nationale de la Statistique et de l'Analyse de l'Information [Bruz] - X - École polytechnique - IP Paris - Institut Polytechnique de Paris - ENSAE Paris - École Nationale de la Statistique et de l'Administration Économique - IP Paris - Institut Polytechnique de Paris - CNRS - Centre National de la Recherche Scientifique

Post-Print from HAL

Abstract: Differences-in-differences evaluates the effect of a treatment. In its basic version, a "control group" is untreated at two dates, whereas a "treatment group" becomes fully treated at the second date. However, in many applications of this method, the treatment rate increases more only in the treatment group. In such fuzzy designs, de Chaisemartin and D'Haultfœuille (2018b, Review of Economic Studies 85: 999–1028) propose various estimands that identify local average and quantile treatment effects under different assumptions. They also propose estimands that can be used in applications with a nonbinary treatment, multiple periods, and groups and covariates. In this article, we present the command fuzzydid, which computes the various corresponding estimators. We illustrate the use of the command by revisiting Gentzkow, Shapiro, and Sinkinson (2011, American Economic Review 101: 2980–3018).

Date: 2019-06-24
References: Add references at CitEc
Citations: View citations in EconPapers (6)

Published in The Stata Journal, 2019, 19 (2), pp.435-458. ⟨10.1177/1536867X19854019⟩

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Journal Article: Fuzzy differences-in-differences with Stata (2019)
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:hal:journl:hal-04430884

DOI: 10.1177/1536867X19854019

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().