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Fuzzy differences-in-differences with Stata

Author

Listed:
  • Clément de Chaisemartin

    (University of California at Santa Barbara)

  • Xavier D’Haultfoeuille

    (CREST)

  • Yannick Guyonvarch

    (CREST)

Abstract

Differences-in-differences evaluates the effect of a treatment. In its basic version, a “control group” is untreated at two dates, whereas a “treatment group” becomes fully treated at the second date. However, in many applications of this method, the treatment rate increases more only in the treatment group. In such fuzzy designs, de Chaisemartin and D’Haultfœuille (2018b, Review of Eco- nomic Studies 85: 999–1028) propose various estimands that identify local average and quantile treatment effects under different assumptions. They also propose estimands that can be used in applications with a nonbinary treatment, multi- ple periods, and groups and covariates. In this article, we present the command fuzzydid, which computes the various corresponding estimators. We illustrate the use of the command by revisiting Gentzkow, Shapiro, and Sinkinson (2011, American Economic Review 101: 2980–3018). Copyright 2019 by StataCorp LP.

Suggested Citation

  • Clément de Chaisemartin & Xavier D’Haultfoeuille & Yannick Guyonvarch, 2019. "Fuzzy differences-in-differences with Stata," Stata Journal, StataCorp LP, vol. 19(2), pages 435-458, June.
    • Handle: RePEc:tsj:stataj:v:19:y:2019:i:2:p:435-458
    DOI: 10.1177/1536867X19854019
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    Cited by:

    1. Fernandez-Navia, Tania & Polo-Muro, Eduardo & Tercero-Lucas, David, 2021. "Too afraid to vote? The effects of COVID-19 on voting behaviour," European Journal of Political Economy, Elsevier, vol. 69(C).
    2. Chen, Jean Jinghan & Cui, Chuantao & Hunt, Richard A. & Li, Leona Shao-Zhi, 2020. "External enablement of new venture creation: An exploratory, query-driven assessment of China's high-speed rail expansion," Journal of Business Venturing, Elsevier, vol. 35(6).
    3. Karwowski, Nicole, 2023. "The Effects of Wetland Easements on Agricultural Yields," 2023 Annual Meeting, July 23-25, Washington D.C. 335462, Agricultural and Applied Economics Association.
    4. Ferrante, Livio & Reito, Francesco & Spagano, Salvatore & Torrisi, Gianpiero, 2021. "Shall we follow the money? Anti-mafia policies and electoral competition," Journal of Policy Modeling, Elsevier, vol. 43(5), pages 1110-1130.

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