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SDID: Stata module to perform synthetic difference-in-differences estimation, inference, and visualization

Author

Listed:
  • Daniel Pailañir

    (Universidad de Santiago de Chile)

  • Damian Clarke

    (Universidad de Santiago de Chile)

Programming Language

Stata

Abstract

The sdid command implements the synthetic difference-in-differences method of Arkhangelsky et al. (AER, 2021) for Stata. The program generates the ATT estimate derived in Arkhangelsky et al. (2021), and conducts inference following their bootstrap, placebo, or jackknife methods. The command allows for multiple treatment dates and multiple treatment units directly, as well as cases with only a single treatment unit. As well as estimation and inference, the sdid command includes a number of graphical output options to summarize the synthetic difference-in-differences estimator.

Suggested Citation

  • Daniel Pailañir & Damian Clarke, 2022. "SDID: Stata module to perform synthetic difference-in-differences estimation, inference, and visualization," Statistical Software Components S459058, Boston College Department of Economics, revised 03 Mar 2023.
    • Handle: RePEc:boc:bocode:s459058
    Note: This module should be installed from within Stata by typing "ssc install sdid". 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

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/s/sdid.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/sdid.sthlp
    File Function: help file
    Download Restriction: no
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