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TVDIFF: Stata module to compute pre- and post-treatment estimation of the Average Treatment Effect (ATE) with binary time-varying treatment

Author

Listed:
  • Giovanni Cerulli

    () (IRCrES-CNR)

  • Marco Ventura

    () (Istat)

Programming Language

Stata

Abstract

tvdiff estimates Average Treatment Effects (ATEs) when the treatment is binary and varying over time. Using tvdiff, the user can estimate the pre- and post-intervention effects by selecting the pre and post intervention periods, also by plotting the results in a easy-to-read graphical representation. Also, in order to assess the reliability of the causal results achieved by the user's specified model, tvdiff allows to test both the "common trend" assumption, and the degree of "balancing" achieved by the user's specified model. Thus, the model estimated by tvdiff can be seen as a generalization of the Difference-In-Differences (DID) approach to the case of many post- and pre-intervention times.

Suggested Citation

  • Giovanni Cerulli & Marco Ventura, 2017. "TVDIFF: Stata module to compute pre- and post-treatment estimation of the Average Treatment Effect (ATE) with binary time-varying treatment," Statistical Software Components S458384, Boston College Department of Economics, revised 23 Nov 2018.
  • Handle: RePEc:boc:bocode:s458384
    Note: This module should be installed from within Stata by typing "ssc install tvdiff". 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. This routine was previously circulated as ddid.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/t/tvdiff.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/t/tvdiff.sthlp
    File Function: help file
    Download Restriction: no
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