DRDID: Stata module for the estimation of Doubly Robust Difference-in-Difference models

Fernando Rios-Avila (), Pedro Sant'Anna () and Asjad Naqvi ()

Statistical Software Components from Boston College Department of Economics

Abstract: DRDID implements Sant'Anna and Zhao (2020) proposed estimators for the Average Treatment Effect on the Treated (ATT) in Difference-in-Differences (DID) setups where the parallel trends assumption holds after conditioning on a vector of pre-treatment covariates. For a generalization to multiple periods see CSDID. The main estimators in DRDID are locally efficient and doubly-robust estimators, because they combine Inverse probability weighting and outcome regression to estimate ATT's. DRDID can be applied to both balanced/unbalanced panel data, or repeated cross-section.

Language: Stata
Requires: Stata version 14
Keywords: difference in differences; DID; pretreatment covariates; csdid (search for similar items in EconPapers)
Date: 2021-08-04, Revised 2022-10-18
Note: This module should be installed from within Stata by typing "ssc install drdid". 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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http://fmwww.bc.edu/repec/bocode/d/drdid_display.ado program code (text/plain)
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http://fmwww.bc.edu/repec/bocode/_/_gmm_regipw.ado program code (text/plain)
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http://fmwww.bc.edu/repec/bocode/_/_gmm_dripw.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_gmm_repeated.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/d/drdid.sthlp help file (text/plain)

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