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CSDID: Stata module for the estimation of Difference-in-Difference models with multiple time periods

Author

Listed:
  • Fernando Rios-Avila

    (Levy Economics Institute of Bard College)

  • Pedro H.C. Sant'Anna

    (Vanderbilt University)

  • Brantly Callaway

    (University of Georgia)

Programming Language

Stata

Abstract

CSDID implements Callaway and Sant'Anna (2020) estimator for DID models with multiple time periods. The main idea of CSDID is that consistent estimations for ATT's can be obtained by ignoring 2x2 DID design that compare late treated units with earlier treated units. In the presence of heterogeneous and dynamic effects, this type of comparison can severely bias the estimation of Treatment effects. CSDID at its core uses DRDID for the estimation of all 2x2 DID designs to estimate all relevant ATTGT's (Average treatment effects of the treated for group G at time T). Post estimation commands can be used to obtain important aggregations. CSDID can be used with panel data and repeated cross-section.

Suggested Citation

  • Fernando Rios-Avila & Pedro H.C. Sant'Anna & Brantly Callaway, 2021. "CSDID: Stata module for the estimation of Difference-in-Difference models with multiple time periods," Statistical Software Components S458976, Boston College Department of Economics, revised 25 Feb 2023.
    • Handle: RePEc:boc:bocode:s458976
    Note: This module should be installed from within Stata by typing "ssc install csdid". 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.
    as

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    File URL: http://fmwww.bc.edu/repec/bocode/c/csdid.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/c/csdid_estat.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/c/csdid_rif.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/c/csdid_stats.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/c/csdid_table.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/c/csdid_plot.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/_/_gcsgvar.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/t/tsvmat.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/c/csdid.sthlp
    File Function: help file
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    File URL: http://fmwww.bc.edu/repec/bocode/c/csdid_postestimation.sthlp
    File Function: help file
    Download Restriction: no
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    Citations

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    Cited by:

    1. Cl'ement de Chaisemartin & Xavier D'Haultfoeuille & F'elix Pasquier & Gonzalo Vazquez-Bare, 2022. "Difference-in-Differences Estimators for Treatments Continuously Distributed at Every Period," Papers 2201.06898, arXiv.org, revised Dec 2023.

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