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### 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 ...
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### 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....
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### 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
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### 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 ...
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### 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 ...
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1 vote
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### 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: ...
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1 vote
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### 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 ...
377 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. ...
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445 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"...
• 1,109
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### 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 ...
1 vote
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### 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 ...
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198 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 ...
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### 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}/...