WOOLDID: Stata module to estimate Difference-in-Differences Treatment Effects with Staggered Treatment Onset Using Heterogeneity-Robust Two-Way Fixed Effects Regressions

Thomas A. Hegland ()
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Thomas A. Hegland: Agency for Healthcare Research and Quality

Statistical Software Components from Boston College Department of Economics

Abstract: wooldid offers a set of tools for implementing difference-in-differences style analyses with staggered treatment onset using the two-way fixed effects approach proposed in Wooldridge (2021) and the high dimensional fixed effects estimators developed by Correia (2017). Features include estimation of various types of average treatment effects, comparison of treatment effects across subgroups, estimation of event study style estimates and related parallel trends assumption tests, and estimation of average and marginal treatment effects in the presence of a continuous treatment (or treatment intensity) variable [experimental]. This suite also can produce event study plots, histograms of treatment effects by cohort, and plots of treatment effects across the distribution of a specified continuous treatment variable. Options for inference include inference using standard analytic clustered standard errors, inference using standard errors on average treatment effects that account for sampling variation in covariates (unconditional standard errors), and Ibragimov and Muller (2010) style cluster-robust inference.

Language: Stata
Requires: Stata version 16 and reghdfe, ftools, ppmlhdfe, gtools from SSC (q.v.)
Keywords: difference-in-differences; did; twfe; staggered; Wooldridge (search for similar items in EconPapers)
Date: 2023-08-25, Revised 2023-10-06
Note: This module should be installed from within Stata by typing "ssc install wooldid". 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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