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A Flexible, Heterogeneous Treatment Effects Difference-in-Differences Estimator for Repeated Cross-Sections

Author

Listed:
  • Partha Deb
  • Edward C. Norton
  • Jeffrey M. Wooldridge
  • Jeffrey E. Zabel

Abstract

This paper proposes a method to estimate treatment effects in difference-in-differences designs in which the treatment start is staggered over time and treatment effects are heterogeneous by group, time, and covariates, and when the data are repeated cross-sections. We show that a linear-in-parameters regression specification with a sufficiently flexible functional form consisting of group-by-time treatment effects, two-way fixed effects, and interaction terms yields consistent estimates of heterogeneous treatment effects under general conditions. The estimates are efficient and aggregation of treatment effects and inference are straightforward. We call it FLEX, because it is a flexible linear model estimated by OLS with covariates (X). We illustrate the use of FLEX with two empirical examples and provide comparisons to other recently derived estimators.

Suggested Citation

  • Partha Deb & Edward C. Norton & Jeffrey M. Wooldridge & Jeffrey E. Zabel, 2024. "A Flexible, Heterogeneous Treatment Effects Difference-in-Differences Estimator for Repeated Cross-Sections," NBER Working Papers 33026, National Bureau of Economic Research, Inc.
    • Handle: RePEc:nbr:nberwo:33026
    Note: AG EH TWP
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    JEL classification:

    • C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
    • C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
    • C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General

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