IDEAS home Printed from https://ideas.repec.org/c/boc/bocode/s459903.html

TWFEDEC: Stata module to compute Two-way fixed effects coefficient as a weighted average of first-difference coefficients

Author

Listed:
  • Shoya Ishimaru

    (Hitotsubashi University)

Programming Language

Abstract

twfedec decomposes the coefficient on a scalar treatment in a two-way fixed effects (TWFE) regression on a balanced panel, following Ishimaru (2026, The Econometrics Journal, Theorem 2.2). The TWFE coefficient equals a weighted average of k-period first-difference (FD) coefficients over all horizons k = 1, ..., T-1; with time-varying covariates, an adjustment term is added. twfedec reports the TWFE coefficient, the FD coefficients, the weights, and the adjustment term, and optionally plots the FD coefficients and weights by horizon.

Suggested Citation

  • Shoya Ishimaru, 2026. "TWFEDEC: Stata module to compute Two-way fixed effects coefficient as a weighted average of first-difference coefficients," Statistical Software Components S459903, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s459903
    Note: This module should be installed from within Stata by typing "ssc install twfedec". The module is made available under terms of the MIT license (https://opensource.org/licenses/MIT).
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/t/twfedec.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/t/twfedec.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/t/twfedec_example.dta
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    ;
    ;
    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:boc:bocode:s459903. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F Baum (email available below). General contact details of provider: https://edirc.repec.org/data/debocus.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.