STACKDID: Stata module to estimate Stacked Difference-in-Differences Regression

Jacob Triplett ()
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Jacob Triplett: University of North Carolina

Statistical Software Components from Boston College Department of Economics

Abstract: stackdid performs a stacked difference-in-differences regression for staggered treatment settings, as described in Gormley and Matsa (2011). It offers three primary advantages compared to a standard difference-in-differences approach in such settings: (1) is not subject to earlier bias from dynamic effects (2) can easily isolate a particular window if interest around each event (3) can easily be extended into a triple-difference specification This method generally requires restructuring the data in memory into "stacks" of "cohorts" centered on treatment events. stackdid will create these stacks and perform the specified regression.

Language: Stata
Requires: Stata version 11.2 and reghdfe, ppmlhdfe, ftools from SSC
Keywords: difference in differences; dynamic effects (search for similar items in EconPapers)
Date: 2024-05-24, Revised 2025-02-17
Note: This module should be installed from within Stata by typing "ssc install stackdid". The module is made available under terms of the MIT license (https://opensource.org/licenses/MIT).
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http://fmwww.bc.edu/repec/bocode/s/stackdid.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/stackdid.sthlp help file (text/plain)

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