A Flexible, Heterogeneous Treatment Effects Difference-in-Differences Estimator for Repeated Cross-Sections

Partha Deb, Edward Norton, Jeffrey Wooldridge and Jeffrey Zabel

No 33026, NBER Working Papers from National Bureau of Economic Research, Inc

Abstract: This paper proposes a method to estimate treatment effects in difference-in-differences designs in which the treatment start is staggered over time and treatment effects are heterogeneous by group, time, and covariates, and when the data are repeated cross-sections. We show that a linear-in-parameters regression specification with a sufficiently flexible functional form consisting of group-by-time treatment effects, two-way fixed effects, and interaction terms yields consistent estimates of heterogeneous treatment effects under general conditions. The estimates are efficient and aggregation of treatment effects and inference are straightforward. We call it FLEX, because it is a flexible linear model estimated by OLS with covariates (X). We illustrate the use of FLEX with two empirical examples and provide comparisons to other recently derived estimators.

JEL-codes: C01 C21 C50 (search for similar items in EconPapers)
Date: 2024-10
New Economics Papers: this item is included in nep-mac
Note: AG EH TWP
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.nber.org/papers/w33026.pdf (application/pdf)
Access to the full text is generally limited to series subscribers, however if the top level domain of the client browser is in a developing country or transition economy free access is provided. More information about subscriptions and free access is available at http://www.nber.org/wwphelp.html. Free access is also available to older working papers.

Related works:
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:nbr:nberwo:33026

Ordering information: This working paper can be ordered from
http://www.nber.org/papers/w33026
The price is Paper copy available by mail.

Access Statistics for this paper

More papers in NBER Working Papers from National Bureau of Economic Research, Inc National Bureau of Economic Research, 1050 Massachusetts Avenue Cambridge, MA 02138, U.S.A.. Contact information at EDIRC.
Bibliographic data for series maintained by ().