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STACKDID: Stata module to estimate Stacked Difference-in-Differences Regression

Author

Listed:
  • Jacob Triplett

    (Carnegie-Mellon University)

Programming Language

Stata

Abstract

stackdid performs a stacked difference-in-differences regression for staggered treatment settings, as described in Gormley and Matsa (2011). It offers three primary advantages compared to a standard difference-in-differences approach in such settings: (1) is not subject to earlier bias from dynamic effects (2) can easily isolate a particular window if interest around each event (3) can easily be extended into a triple-difference specification This method generally requires restructuring the data in memory into "stacks" of "cohorts" centered on treatment events. stackdid will create these stacks and perform the specified regression.

Suggested Citation

  • Jacob Triplett, 2024. "STACKDID: Stata module to estimate Stacked Difference-in-Differences Regression," Statistical Software Components S459333, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s459333
    Note: This module should be installed from within Stata by typing "ssc install stackdid". The module is made available under terms of the MIT license (https://opensource.org/licenses/MIT).
    as

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    File URL: http://fmwww.bc.edu/repec/bocode/s/stackdid.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/s/stackdid.sthlp
    File Function: help file
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