DID_MULTIPLEGT_DYN: Stata module to estimate event-study Difference-in-Difference (DID) estimators in designs with multiple groups and periods, with a potentially non-binary treatment that may increase or decrease multiple times

Clément de Chaisemartin, Diego Ciccia (), Xavier D'Haultfoeuille, Felix Knau, Mélitine Malézieux () and Doulo Sow ()
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Mélitine Malézieux: Economics Department, Sciences Po

Statistical Software Components from Boston College Department of Economics

Abstract: did_multiplegt_dyn estimates the effect of a treatment on an outcome, using group-(e.g. county- or state-) level panel data with multiple groups and periods. It computes the DID event-study estimators introduced in de Chaisemartin and D'Haultfoeuille (2020a). did_multiplegt_dyn can be used with a binary and absorbing (staggered) treatment but it can also be used with a non-binary treatment that can increase or decrease multiple times, even if lagged treatments affect the outcome, and if the current and lagged treatments have heterogeneous effects, across space and/or over time. The event-study estimators computed by the command rely on a no-anticipation and parallel trends assumptions.

Language: Stata
Requires: Stata version 12 and gtools from SSC (q.v.avity2)
Keywords: DID; multiple periods; event study; non-binary treatment (search for similar items in EconPapers)
Date: 2023-07-19, Revised 2025-03-27
Note: This module should be installed from within Stata by typing "ssc install did_multiplegt_dyn". 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/did_multiplegt_dyn.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/d/did_multiplegt_dyn.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/f/favara_imbs_did_multiplegt_dyn.dta supplementary data file (application/x-stata)

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