IDEAS home Printed from https://ideas.repec.org/p/nbr/nberwo/33026.html
   My bibliography  Save this paper

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
    as

    Download full text from publisher

    File URL: http://www.nber.org/papers/w33026.pdf
    Download Restriction: Access to the full text is generally limited to series subscribers, however if the top level domain of the client browser is in a developing country or transition economy free access is provided. More information about subscriptions and free access is available at http://www.nber.org/wwphelp.html. Free access is also available to older working papers.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    More about this item

    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

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:nbr:nberwo:33026. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: the person in charge (email available below). General contact details of provider: https://edirc.repec.org/data/nberrus.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.