BACONDECOMP: Stata module to perform a Bacon decomposition of difference-in-differences estimation
Andrew Goodman-Bacon (),
Thomas Goldring () and
Statistical Software Components from Boston College Department of Economics
bacondecomp shows a Bacon decomposition of difference-in-differences estimation with variation in treatment timing. The two-way fixed effects DD model is a weighted average of all possible two-group/two period DD estimators. The command generates a scatterplot of 2x2 difference-in-difference estimates and their associated weights. The data must be xtset and the variable list must include an outcome as the first item, and a treatment that can only turn from zero to one during the time period examined as its second item.
Requires: Stata version 10.2
Keywords: Bacon decomposition; DiD; difference-in-differences (search for similar items in EconPapers)
Date: 2019-07-30, Revised 2019-09-15
Note: This module should be installed from within Stata by typing "ssc install bacondecomp". 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.
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s458676
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