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DID_MULTIPLEGT_DYN: Stata module to estimate event-study Difference-in-Difference (DID) estimators in designs with multiple groups and periods, with a potentially non-binary treatment that may increase or decrease multiple times

Author

Listed:
  • Clément de Chaisemartin

    (Economics Department, Sciences Po)

  • Diego Ciccia

    (Sciences Po)

  • Xavier D'Haultfoeuille

    (CREST-ENSAE)

  • Felix Knau

    (Sciences Po)

  • Mélitine Malézieux

    (Economics Department, Sciences Po)

  • Doulo Sow

    (CREST-ENSAE)

Programming Language

Stata

Abstract

did_multiplegt_dyn estimates the effect of a treatment on an outcome, using group-(e.g. county- or state-) level panel data with multiple groups and periods. It computes the DID event-study estimators introduced in de Chaisemartin and D'Haultfoeuille (2020a). did_multiplegt_dyn can be used with a binary and absorbing (staggered) treatment but it can also be used with a non-binary treatment that can increase or decrease multiple times, even if lagged treatments affect the outcome, and if the current and lagged treatments have heterogeneous effects, across space and/or over time. The event-study estimators computed by the command rely on a no-anticipation and parallel trends assumptions.

Suggested Citation

  • Clément de Chaisemartin & Diego Ciccia & Xavier D'Haultfoeuille & Felix Knau & Mélitine Malézieux & Doulo Sow, 2023. "DID_MULTIPLEGT_DYN: Stata module to estimate event-study Difference-in-Difference (DID) estimators in designs with multiple groups and periods, with a potentially non-binary treatment that may increas," Statistical Software Components S459222, Boston College Department of Economics, revised 24 Apr 2024.
    • Handle: RePEc:boc:bocode:s459222
    Note: This module should be installed from within Stata by typing "ssc install did_multiplegt_dyn". 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.
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    File URL: http://fmwww.bc.edu/repec/bocode/d/did_multiplegt_dyn.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/d/did_multiplegt_dyn.sthlp
    File Function: help file
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    File URL: http://fmwww.bc.edu/repec/bocode/f/favara_imbs_did_multiplegt_dyn.dta
    File Function: supplementary data file
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