Linked Questions
15 questions linked to/from Panel data diff-in-diff and the pattern of the binary treatment indicator
3
votes
1
answer
7k
views
Staggered Difference-in-Difference: Multiple Treatments Equation
I wonder if you can help me to figure out how to rewrite the basic difference-in-difference equation (pictured) so that it takes into account the fact that treatment has occurred at different times ...
- 33
4
votes
1
answer
12k
views
Test for parallel trends in difference-in-difference models with staggered treatment
Following a comment from a previous thread (below), I would appreciate if you may advise me on how to test for parallel trends in Stata for a DiD model with multiple groups and staggered treatment (i....
- 61
3
votes
1
answer
7k
views
Fixed effects in differences-in-differences
In a differences-in-differences it is quite typical to have
$y_{ist} = \lambda_t + \alpha_s + \beta_1D_{s,t} + \epsilon_{ist}$,
where $\lambda_t$ is a time fixed effect and $\alpha_s$ is a group ...
- 653
6
votes
1
answer
3k
views
Difference-in-differences with no pre-treatment?
The typical difference-in-differences estimator (as fixed effects) fits a model of the form
$$
y_{it} = \alpha_i + \delta T_{it} + X_{it}'\beta + \epsilon_{it}
$$
where $T$ is some treatment that ...
- 61
3
votes
1
answer
5k
views
Difference-in-differences: dynamic treatment group/timing
I want to use difference-in-differences (DiD) to estimate a treatment effect. However, my problem is a little different from the standard DiD application in that:
The items in the treatment group may ...
- 230
1
vote
1
answer
1k
views
Diff-in-Diff time varying treatment
I would like to estimate a Difference in Difference specification where the treatment (i.e., the policy change P) is off then on and then off again:
...
- 11
1
vote
1
answer
1k
views
Panel data treatment effects with multiple treatments
I have a fairly large balanced panel dataset ($N$ = 1000 and $T$ = 200) that I want to estimate a treatment effect for. My first thought was a difference-in-difference (DID) framework on this, but I'm ...
4
votes
1
answer
421
views
Does DiD work when not all individuals have pre-treatment observations?
I would like to make causal statements on the effect of a treatment on a group of individuals. I have panel data on these individuals but the treatments do not occur at the same time in their life. ...
- 2,251
4
votes
1
answer
480
views
Is a DID model appropriate?
Suppose I have 3 groups (US states).
One group has always had a "treatment" throughout the time period (always had a specific legal prohibition). One group never had the "treatment"...
- 1,291
2
votes
1
answer
733
views
Difference-in-differences with two treatments
I have two groups.
Group 1 received intervention A and Group 2 received intervention B. I'm interested in seeing if intervention A is more effective than intervention B. People cannot be enrolled in ...
- 23
1
vote
1
answer
243
views
Why are my coefficients too large when control variables are not added?
I am doing a difference in differences analysis with staggered treatment time. Since the treatment time is different among subjects, I made my matrices look something like this from this post (Dynamic ...
- 45
0
votes
1
answer
229
views
What does an xtreg equation look like?
I ran some FE regressions in Stata using xtreg. One “normal” fixed effects model and a second generalized difference-in-differences model. Now, I am wondering how ...
- 95
0
votes
1
answer
175
views
How do I construct a consistent DiD estimator for this specification?
I have the following specification and I am attempting to re-write this in a DiD form which I can then go on to find $\hat{\beta}_{did}$ using OLS.
$n$ observations
$t \in\{1,2\}$ time periods
$x_{it}/...
user305135
0
votes
1
answer
86
views
What is the best way to model when the treatment is intermittent across years?
Let's say the goal is to gauge the effect of deploying certain clean technology (dummy variable: 1 for the year the technology is deployed, 0 otherwise) on a firm's pollution level (continuous ...
- 145
1
vote
1
answer
230
views
Difference-in-differences when treatment status is revoked
I am trying to analyze the effect of receiving "elite" status on a university's number of international first-year students. I have a perfectly balanced panel of 17 universities over an 18-...
- 11