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Heterogeneous difference-in-differences estimation

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  • Eduardo Garcia Echeverri

    (StataCorp)

Abstract

Treatment effects may be different for groups that are treated in different time periods or may change over time after a group has been treated. Think about, for example, the effect of job training programs on earnings or the effectiveness of COVID vaccines. To capture this heterogeneity, Stata 18 introduces two commands that estimate treatment effects specific to each cohort and time period. For repeated cross-sectional data, we have hdidregress. For panel data, we have xthdidregress. Both commands let you aggregate treatment effects by cohort and exposure to treatment and visualize these effects graphically. Tests of pretreatment parallel trends are also available. This presentation will illustrate how both commands work and briefly discuss the theory underlying them.

Suggested Citation

  • Eduardo Garcia Echeverri, "undated". "Heterogeneous difference-in-differences estimation," Mexican Stata Conference 2023 17, Stata Users Group.
    • Handle: RePEc:boc:mexi23:17
    as

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    File URL: http://repec.org/mex2023/Mexico23_Garcia_Echeverri.pdf
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