TVDIFF: Stata module to compute pre- and post-treatment estimation of the Average Treatment Effect (ATE) with binary time-varying treatment

Giovanni Cerulli and Marco Ventura

Statistical Software Components from Boston College Department of Economics

Abstract: tvdiff estimates Average Treatment Effects (ATEs) when the treatment is binary and varying over time. Using tvdiff, the user can estimate the pre- and post-intervention effects by selecting the pre and post intervention periods, also by plotting the results in a easy-to-read graphical representation. Also, in order to assess the reliability of the causal results achieved by the user's specified model, tvdiff allows to test both the "common trend" assumption, and the degree of "balancing" achieved by the user's specified model. Thus, the model estimated by tvdiff can be seen as a generalization of the Difference-In-Differences (DID) approach to the case of many post- and pre-intervention times.

Language: Stata
Requires: Stata version 14 and coefplot from SSC (q.v.)
Keywords: treatment effect; ATE; binary treatment; common trend; balance (search for similar items in EconPapers)
Date: 2017-07-31, Revised 2018-11-23
Note: This module should be installed from within Stata by typing "ssc install tvdiff". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser. This routine was previously circulated as ddid.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/t/tvdiff.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/t/tvdiff.sthlp help file (text/plain)

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