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DID_MULTIPLEGT_OLD: 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)

Programming Language

Stata

Abstract

did_multiplegt_old estimates the effect of a treatment on an outcome, using group- (e.g. county- or state-) level panel data with multiple groups and periods. Like other recently proposed DID estimation commands (csdid, didimputation, ...), did_multiplegt_old can be used with a binary and staggered (absorbing) treatment. But unlike those other commands, did_multiplegt_old can also be used with a non-binary treatment (discrete or continuous) that can increase or decrease multiple times. The panel of groups may be unbalanced: not all groups have to be observed at every period (see FAQ section for more info on that). The data may also be at a more disaggregated level than the group level (e.g. individual-level wage data to measure the effect of a regional-level minimum-wage on individuals' wages).

Suggested Citation

  • Clément de Chaisemartin & Xavier D'Haultfoeuille, 2024. "DID_MULTIPLEGT_OLD: Stata module to estimate sharp Difference-in-Difference designs with multiple groups and periods," Statistical Software Components S459341, Boston College Department of Economics, revised 19 Jul 2024.
    • Handle: RePEc:boc:bocode:s459341
    Note: This module should be installed from within Stata by typing "ssc install did_multiplegt_old". 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/did_multiplegt_old.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/d/did_multiplegt_old.sthlp
    File Function: help file
    Download Restriction: no
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