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FLEXDID: Stata module for flexible estimation of difference-in-differences regression with staggered implementation

Author

Listed:
  • Partha Deb

    (Hunter College, CUNY)

Programming Language

Abstract

flexdid estimates average treatment effects on the treated (ATETs) in difference-in-differences designs with staggered implementation of treatment using a flexible linear model estimated by pooled OLS with covariates, (FLEX), as described in Deb et al. (2025). In the design, there must be at least one time-period in which all units are untreated, i.e., there cannot be any always-treated units. In addition, the typical design includes a set of never-treated units. FLEX can be specified using lags only parameters. In this case, the FLEX regression produces group by time effects that are identical to those producted by the estimator described in Borusyak et al. (2021). FLEX can also be specified using lags and leads parameters. In this case, when there are no covariates, the FLEX regression produces cohort by time effects that are identical to those produced by the regression adjustment estimator described in Callaway and Sant'Anna (2021).

Suggested Citation

  • Partha Deb, 2025. "FLEXDID: Stata module for flexible estimation of difference-in-differences regression with staggered implementation," Statistical Software Components S459517, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s459517
    Note: This module should be installed from within Stata by typing "ssc install flexdid". 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.
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    File URL: http://fmwww.bc.edu/repec/bocode/f/flexdid.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/f/flexdid_atet.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/f/flexdid_estat.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/f/flexdid.sthlp
    File Function: help file
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    File URL: http://fmwww.bc.edu/repec/bocode/f/flexdid_postestimation.sthlp
    File Function: help file
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    File URL: http://fmwww.bc.edu/repec/bocode/f/flexdid-examples.do
    File Function: sample do-file
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