DIDDESIGN: Stata module to perform Double Difference-in-Differences Estimation

Xuanyu Cai () and Wenli Xu ()
Additional contact information
Xuanyu Cai: City University of Macau
Wenli Xu: City University of Macau

Statistical Software Components from Boston College Department of Economics

Abstract: diddesign implements the Double Difference-in-Differences (Double DID) method from Egami and Yamauchi (2023). The method optimally combines the standard DID estimator with the sequential DID (s-DID) estimator using GMM weights to improve efficiency while maintaining robustness. For standard DID designs (design(did)), the command estimates both DID and s-DID, then computes the GMM-optimal weighted combination (Double DID). When kmax() is set to a value greater than 2 and sufficient pre-treatment periods are available, the command uses the generalized K-DID estimator from Appendix E of Egami and Yamauchi (2023), combining up to K moment conditions via GMM. The k-th component uses the k-th order parallel trends assumption, which can account for (k-1)-th degree polynomial time-varying confounding. For staggered adoption (SA) designs (design(sa)), the command handles multiple treatment timing groups and computes time-weighted averages across cohorts.

Language: Stata
Requires: Stata version 16
Keywords: DiD; double difference in difference (search for similar items in EconPapers)
Date: 2026-06-27
Note: This module should be installed from within Stata by typing "ssc install diddesign". The module is made available under terms of the MIT license (https://opensource.org/licenses/MIT).
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/d/diddesign.ado
http://fmwww.bc.edu/repec/bocode/d/diddesign.sthlp
http://fmwww.bc.edu/repec/bocode/_/_diddesign_display_footer.ado
http://fmwww.bc.edu/repec/bocode/_/_diddesign_display_header.ado
http://fmwww.bc.edu/repec/bocode/_/_diddesign_display_result.ado
http://fmwww.bc.edu/repec/bocode/_/_diddesign_display_table_header.ado
http://fmwww.bc.edu/repec/bocode/_/_diddesign_error.ado
http://fmwww.bc.edu/repec/bocode/_/_diddesign_expand_covariates.ado
http://fmwww.bc.edu/repec/bocode/_/_diddesign_load_mata.ado
http://fmwww.bc.edu/repec/bocode/_/_diddesign_parallel_boot.ado
http://fmwww.bc.edu/repec/bocode/_/_diddesign_parallel_worker.ado
http://fmwww.bc.edu/repec/bocode/_/_diddesign_parse.ado
http://fmwww.bc.edu/repec/bocode/_/_diddesign_prep.ado
http://fmwww.bc.edu/repec/bocode/_/_diddesign_sa.ado
http://fmwww.bc.edu/repec/bocode/_/_diddesign_utils.ado
http://fmwww.bc.edu/repec/bocode/_/_diddesign_warning.ado
http://fmwww.bc.edu/repec/bocode/c/compile_mlib.do
http://fmwww.bc.edu/repec/bocode/d/diddesign_check.ado
http://fmwww.bc.edu/repec/bocode/d/diddesign_mata.do
http://fmwww.bc.edu/repec/bocode/d/diddesign_plot.ado
http://fmwww.bc.edu/repec/bocode/d/diddesign_check.sthlp
http://fmwww.bc.edu/repec/bocode/d/diddesign_intro.sthlp
http://fmwww.bc.edu/repec/bocode/d/diddesign_plot.sthlp
http://fmwww.bc.edu/repec/bocode/e/example_kdid.do
http://fmwww.bc.edu/repec/bocode/e/example_malesky.do
http://fmwww.bc.edu/repec/bocode/e/example_paglayan.do
http://fmwww.bc.edu/repec/bocode/m/malesky2014.dta
http://fmwww.bc.edu/repec/bocode/p/paglayan2019.dta

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