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JWDID: Stata module to estimate Difference-in-Difference models using Mundlak approach

Author

Listed:
  • Fernando Rios-Avila

    (Levy Economics Institute of Bard College)

Programming Language

Stata

Abstract

JWDID is a command that implements the estimation approach proposed by Wooldridge (2021), based on the Mundlak approach. The main idea of JWDID is that consistent estimations for ATT's can be obtained by allowing for full cohort and timing heterogeneity, by simply adding cohort/year interactions in them main model. One advantage over other estimators is that it can also be applied using methods other than linear regression, including count models (poisson) or binomial models (logit). Aggregations are obtained using margins.

Suggested Citation

  • Fernando Rios-Avila, 2022. "JWDID: Stata module to estimate Difference-in-Difference models using Mundlak approach," Statistical Software Components S459114, Boston College Department of Economics, revised 15 Feb 2024.
    • Handle: RePEc:boc:bocode:s459114
    Note: This module should be installed from within Stata by typing "ssc install jwdid". 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/j/jwdid.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/j/jwdid_estat.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/j/jwdid_plot.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/j/jwdid.sthlp
    File Function: help file
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    File URL: http://fmwww.bc.edu/repec/bocode/j/jwdid_postestimation.sthlp
    File Function: help file
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