DID_MULTIPLEGT: Stata module to estimate sharp Difference-in-Difference designs with multiple groups and periods

Clément de Chaisemartin (1, 2) , Xavier d'Haultfoeuille (3) , Yannick Guyonvarch (3)

1 UC Santa Barbara - University of California [Santa Barbara]
2 ECON - Département d'économie (Sciences Po)
3 CREST - Centre de Recherche en Économie et Statistique

did_multipleGT can be used in DID designs with multiple groups and periods, and where all units in the same group and period have the same treatment (sharp designs), as is for instance the case when the treatment is a county- or state-level variable. It computes the Wald-TC estimator of the instantaneous treatment effect among switchers introduced in Section 3.3 of Chaisemartin and D'Haultfoeuille (2018). It also computes placebo estimators that can be used to assess the plausibility of the common trends assumption underlying the Wald-TC estimator (see Section 3.3 of Chaisemartin and D'Haultfoeuille, 2018). Finally, in staggered adoption designs where treatment is binary and where groups' treatment is weakly increasing with time, it computes Wald-TC estimators of the dynamic treatement effects among switchers (see Section 5.2 of Chaisemartin and D'Haultfoeuille, 2018).

Domaines: Economies et finances

Clément de Chaisemartin, Xavier d'Haultfoeuille, Yannick Guyonvarch. DID_MULTIPLEGT: Stata module to estimate sharp Difference-in-Difference designs with multiple groups and periods. 2019, ⟨swh:1:dir:c772255d74fe2ee97378df10de30c9b12546b8b8;origin=https://hal.archives-ouvertes.fr/hal-03946768;visit=swh:1:snp:e525f2c70a5e231fe2d2d23b4c41ab932784f044;anchor=swh:1:rel:7e9bb9776ff5f6ecfaf8561e24926407ac24772b;path=/⟩. ⟨hal-03946768⟩