CIC: Stata module to implement the Athey and Imbens (2006) Changes-in-Changes model

Keith Kranker

Statistical Software Components from Boston College Department of Economics

Abstract: This Stata command, cic, implements the changes-in-changes (CIC) model proposed by Athey and Imbens (2006). The command estimates the average and quantile treatment effects of a treatment in settings where repeated cross sections of individuals are observed in a treatment group and a control group, before and after the treatment. The CIC model relaxes several assumptions of the standard linear difference-in-differences model. Both the continuous CIC model and discrete CIC model (with and without a conditional independence assumption) are included in the cic command, as are treatment effects from standard linear difference-in-differences model and a quantile difference-in-differences model. By implementing the CIC estimator alongside these other two pre-existing estimators, the cic command can illustrate how the effect the treatment varies across a variety of assumptions.

Language: Stata
Requires: Stata version 11.2
Keywords: changes-in-changes; DiD; Athey; Imbens (search for similar items in EconPapers)
Date: 2019-06-05
Note: This module should be installed from within Stata by typing "ssc install cic". 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.
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/c/cic.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/cic.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/c/cic_examples.do sample do-file (text/plain)

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:boc:bocode:s458656

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().