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Heterogeneous difference-in-difference estimation

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  • Enrique Pinzón

    (StataCorp)

Abstract

Treatment effects might differ over time and for groups that are treated at different points in time, treatment cohorts. In Stata 18, we introduced two commands that estimate treatment effects that vary over time and cohort. For repeated cross-sectional data, we have hdidregress. For panel data, we have xthdidregress. Both commands let you graph the evolution of treatment over time. They also allow you to aggregate treatment within cohort and time and visualize these effects. I will show you how both commands work and briefly discuss the theory underlying them.

Suggested Citation

  • Enrique Pinzón, 2023. "Heterogeneous difference-in-difference estimation," UK Stata Conference 2023 19, Stata Users Group.
    • Handle: RePEc:boc:lsug23:19
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    File URL: http://repec.org/lsug2023/Stata_UK23_Pinzon.pdf
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