DID_MULTIPLEGT: Stata module to estimate sharp Difference-in-Difference designs with multiple groups and periods

Clément de Chaisemartin, Xavier D'Haultfoeuille and Yannick Guyonvarch
Additional contact information
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

SciencePo Working papers Main from HAL

Abstract: did_multipleGT can be used in DID designs with multiple groups and periods, and where all units in the same group and period have the same treatment (sharp designs), as is for instance the case when the treatment is a county- or state-level variable. It computes the Wald-TC estimator of the instantaneous treatment effect among switchers introduced in Section 3.3 of Chaisemartin and D'Haultfoeuille (2018). It also computes placebo estimators that can be used to assess the plausibility of the common trends assumption underlying the Wald-TC estimator (see Section 3.3 of Chaisemartin and D'Haultfoeuille, 2018). Finally, in staggered adoption designs where treatment is binary and where groups' treatment is weakly increasing with time, it computes Wald-TC estimators of the dynamic treatement effects among switchers (see Section 5.2 of Chaisemartin and D'Haultfoeuille, 2018).

Date: 2019
Note: View the original document on HAL open archive server: https://sciencespo.hal.science/hal-03946768v1
References: Add references at CitEc
Citations: View citations in EconPapers (14)

Published in 2019, ⟨swh:1:dir:c772255d74fe2ee97378df10de30c9b12546b8b8;origin=https://hal.archives-ouvertes.fr/hal-03946768;visit=swh:1:snp:e525f2c70a5e231fe2d2d23b4c41ab932784f044;anchor=swh:1:rel:7e9bb9776ff5f6ecfaf8561e24926407ac24772b;path=/⟩

Downloads: (external link)
https://sciencespo.hal.science/hal-03946768v1/document (application/pdf)

Related works:
Software Item: DID_MULTIPLEGT: Stata module to estimate sharp Difference-in-Difference designs with multiple groups and periods (2024)
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:spmain:hal-03946768

Access Statistics for this paper

More papers in SciencePo Working papers Main from HAL
Bibliographic data for series maintained by Contact - Sciences Po Departement of Economics ().