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CIC: Stata module to implement the Athey and Imbens (2006) Changes-in-Changes model

Author

Listed:
  • Keith Kranker

    (Mathematica Policy Research)

Programming Language

Stata

Abstract

This Stata command, cic, implements the changes-in-changes (CIC) model proposed by Athey and Imbens (2006). The command estimates the average and quantile treatment effects of a treatment in settings where repeated cross sections of individuals are observed in a treatment group and a control group, before and after the treatment. The CIC model relaxes several assumptions of the standard linear difference-in-differences model. Both the continuous CIC model and discrete CIC model (with and without a conditional independence assumption) are included in the cic command, as are treatment effects from standard linear difference-in-differences model and a quantile difference-in-differences model. By implementing the CIC estimator alongside these other two pre-existing estimators, the cic command can illustrate how the effect the treatment varies across a variety of assumptions.

Suggested Citation

  • Keith Kranker, 2019. "CIC: Stata module to implement the Athey and Imbens (2006) Changes-in-Changes model," Statistical Software Components S458656, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s458656
    Note: This module should be installed from within Stata by typing "ssc install cic". 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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    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/c/cic.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/c/cic.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/c/cic_examples.do
    File Function: sample do-file
    Download Restriction: no
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    Cited by:

    1. Ben Brunckhorst, 2020. "Rural Mobility and Climate Vulnerability: Evidence from the 2015 Drought in Ethiopia," CSAE Working Paper Series 2020-17, Centre for the Study of African Economies, University of Oxford.

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