Linked Questions
14 questions linked to/from Panel data diff-in-diff and the pattern of the binary treatment indicator
3
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1
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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 ...
- 33
4
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1
answer
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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....
- 61
3
votes
1
answer
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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 ...
- 623
6
votes
1
answer
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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 ...
- 61
3
votes
1
answer
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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 ...
- 220
1
vote
1
answer
1k
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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:
...
- 11
1
vote
1
answer
956
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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 ...
4
votes
1
answer
394
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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"...
- 1,170
4
votes
1
answer
305
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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. ...
- 2,171
2
votes
1
answer
346
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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 ...
- 23
1
vote
1
answer
223
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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 ...
- 45
0
votes
1
answer
158
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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}/...
user305135
0
votes
1
answer
143
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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
82
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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