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STAGGERED: Stata module implementing R staggered package based on Roth and Sant'Anna (2023)

Author

Listed:
  • Mauricio Caceres Bravo

    (Brown University)

  • Jonathan Roth

    (Brown University)

  • Pedro H.C. Sant'Anna

    (Vanderbilt University)

Programming Language

Stata

Abstract

The staggered package computes the efficient estimator for settings with randomized treatment timing, based on the theoretical results in Roth and Sant'Anna (2023). If units are randomly (or quasi-randomly) assigned to begin treatment at different dates, the efficient estimator can potentially offer substantial gains over methods that only impose parallel trends. The package also allows for calculating the generalized difference-in-differences estimators of Callaway and Sant'Anna (2020) and Sun and Abraham (2020) and the simple-difference-in-means as special cases. This is the Stata version of the R package of the same name.

Suggested Citation

  • Mauricio Caceres Bravo & Jonathan Roth & Pedro H.C. Sant'Anna, 2023. "STAGGERED: Stata module implementing R staggered package based on Roth and Sant'Anna (2023)," Statistical Software Components S459209, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s459209
    Note: This module should be installed from within Stata by typing "ssc install staggered". 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/staggered.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/staggered.mata
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/staggered.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/l/lstaggered.mlib
    File Function: Mata object code
    Download Restriction: no
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