DID_IMPUTATION: Stata module to perform treatment effect estimation and pre-trend testing in event studies

Kirill Borusyak
Authors registered in the RePEc Author Service: Xavier Jaravel

Statistical Software Components from Boston College Department of Economics

Abstract: did_imputation estimates the effects of a binary treatment with staggered rollout allowing for arbitrary heterogeneity and dynamics of causal effects, using the imputation estimator of Borusyak, Jaravel, and Spiess (2021). The benchmark case is with panel data, in which each unit i that gets treated as of period Ei stays treated forever; some units may never be treated. Other types of data (e.g. repeated cross-sections) and other designs (e.g. triple-diffs) are also allowed.

Language: Stata
Requires: Stata version 13
Keywords: treatment; did; panel data (search for similar items in EconPapers)
Date: 2021-06-08, Revised 2023-11-22
Note: This module should be installed from within Stata by typing "ssc install did_imputation". 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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