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DRDID: Stata module for the estimation of Doubly Robust Difference-in-Difference models

Author

Listed:
  • Fernando Rios-Avila

    (Levy Economics Institute of Bard College)

  • Pedro H.C. Sant'Anna

    (Vanderbilt University)

  • Asjad Naqvi

    (International Institute for Applied Systems Analysis)

Programming Language

Stata

Abstract

DRDID implements Sant'Anna and Zhao (2020) proposed estimators for the Average Treatment Effect on the Treated (ATT) in Difference-in-Differences (DID) setups where the parallel trends assumption holds after conditioning on a vector of pre-treatment covariates. For a generalization to multiple periods see CSDID. The main estimators in DRDID are locally efficient and doubly-robust estimators, because they combine Inverse probability weighting and outcome regression to estimate ATT's. DRDID can be applied to both balanced/unbalanced panel data, or repeated cross-section.

Suggested Citation

  • Fernando Rios-Avila & Pedro H.C. Sant'Anna & Asjad Naqvi, 2021. "DRDID: Stata module for the estimation of Doubly Robust Difference-in-Difference models," Statistical Software Components S458977, Boston College Department of Economics, revised 18 Oct 2022.
    • Handle: RePEc:boc:bocode:s458977
    Note: This module should be installed from within Stata by typing "ssc install drdid". 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.
    as

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    File URL: http://fmwww.bc.edu/repec/bocode/d/drdid.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/d/drdid_display.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/d/drdid_predict.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/_/_gmm_regipw.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/_/_het_did_gmm.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/_/_gmm_dripw.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/_/_gmm_repeated.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/d/drdid.sthlp
    File Function: help file
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