csdid.pkg

d 'CSDID': module for the estimation of Difference-in-Difference models with multiple time periods
d
d  CSDID implements Callaway and Sant'Anna (2020) estimator for DID
d models with multiple time periods. The main idea of CSDID is that
d consistent estimations for ATT's can be obtained by ignoring 2x2
d DID design that compare late treated units with earlier treated
d units. In the presence of heterogeneous and dynamic effects, this
d type of comparison can severely bias the estimation of Treatment
d effects. CSDID at its core uses DRDID for the estimation of all
d 2x2 DID designs to estimate all relevant ATTGT's (Average
d treatment effects of the treated for group G at time T). Post
d estimation commands can be used to obtain important aggregations.
d CSDID can be used with panel data and repeated cross-section.  
d
d KW: difference in differences
d KW: DID
d KW: event studies
d KW: drdid
d
d Requires: Stata version 14 and drdid from SSC (q.v.)
d
d Distribution-Date: 20230225
d
d Author: Fernando Rios-Avila, Levy Economics Institute of Bard College
d Support: email friosavi@@levy.org
d
d Author: Pedro H.C. Sant'Anna, Vanderbilt University
d Support: email pedro.h.santanna@@vanderbilt.edu
d
d Author: Brantly Callaway, University of Georgia
d Support: email brantly.callaway@@uga.edu
d
f csdid/csdid.ado
f csdid/csdid_estat.ado
f csdid/csdid_rif.ado
f csdid/csdid_stats.ado
f csdid/csdid_table.ado
f csdid/csdid_plot.ado
f csdid/_gcsgvar.ado
f csdid/tsvmat.ado
f csdid/csdid.sthlp
f csdid/csdid_postestimation.sthlp