Heterogeneous difference-in-difference estimation

Traditional Stata programming requires the mastery of syntax for tailoring program behaviors. However, the traditional programming approach is challenging in scenarios where 1) users lack familiarity with Stata syntax, 2) instructions for third-party programs are nonexistent, and 3) the program calls for complex syntax. To address these issues, we've explored a prompt-based programming approach. We used Stata's request() option under the display command to offer the user stepwise value intake prompts, establish checkpoints prior to executions, and allow modifications without termination. The request() option introduces significant advantages. It guides the user through parameter intake in a straightforward manner, reducing the efforts to understand complex syntax. Moreover, by incorporating checkpoints and allowing for modifications during processing, it substantially diminishes the likelihood and impact of errors. However, incorporating such prompt-based elements into broader programming frameworks presents challenges because of the requirement for user input. Adopting a prompt-based programming approach significantly eases the learning curve and offers a practical solution for both preventing and correcting errors efficiently. Nonetheless, the potential difficulties of integrating these prompt-based elements into larger programming projects warrant careful consideration. Programmers need to evaluate application context, user's expertise, and the practicality of integration when choosing between programming methodologies.