JWDID: Stata module to estimate Difference-in-Difference models using Mundlak approach

Fernando Rios-Avila (), Arne Nagengast and Yoto Yotov

Statistical Software Components from Boston College Department of Economics

Abstract: JWDID is a command that implements the estimation approach proposed by Wooldridge (2021), based on the Mundlak approach. The main idea of JWDID is that consistent estimations for ATT's can be obtained by allowing for full cohort and timing heterogeneity, by simply adding cohort/year interactions in them main model. One advantage over other estimators is that it can also be applied using methods other than linear regression, including count models (poisson) or binomial models (logit). Aggregations are obtained using margins.

Language: Stata
Requires: Stata version 16 and hdfe, reghdfe, ftools from SSC (q.v.)
Keywords: Mundlak; Wooldridge; TWFE; DID; difference-in-differences (search for similar items in EconPapers)
Date: 2022-08-16, Revised 2024-04-08
Note: This module should be installed from within Stata by typing "ssc install jwdid". 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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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/j/jwdid.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/j/jwdid_estat.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/j/jwdid_plot.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/j/jwdid.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/j/jwdid_postestimation.sthlp help file (text/plain)

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