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

Author

Listed:
  • Clément de Chaisemartin

    (Economics Department, Sciences Po)

  • Xavier D'Haultfoeuille

    (CREST)

  • Yannick Guyonvarch

    (CREST)

Programming Language

Stata

Abstract

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).

Suggested Citation

  • Clément de Chaisemartin & Xavier D'Haultfoeuille & Yannick Guyonvarch, 2019. "DID_MULTIPLEGT: Stata module to estimate sharp Difference-in-Difference designs with multiple groups and periods," Statistical Software Components S458643, Boston College Department of Economics, revised 19 Jul 2024.
    • Handle: RePEc:boc:bocode:s458643
    Note: This module should be installed from within Stata by typing "ssc install did_multiplegt". 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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    File URL: http://fmwww.bc.edu/repec/bocode/d/did_multiplegt.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/d/did_multiplegt.sthlp
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