Linked Questions
10 questions linked to/from How to plot the graph or perform a formal test of parallel trends for generalized DiD?
3
votes
1
answer
6k
views
Long-term event study vs. difference-in-differences (DID) analysis
I am trying to understand the differences between event studies and DiD analysis.
In particular, if I want to estimate the specific effect of an event like certification adoption, CEO appointment, or ...
- 63
3
votes
1
answer
2k
views
Is there any common way to do pre-trend analysis for generalized Difference in Difference?
The generalized difference-in-differences (DiD) estimator is DiD with multiple time periods and multiple groups. A very common example is when the impact of laws on firms happens at different times, ...
- 629
7
votes
2
answers
2k
views
Staggered difference-in-difference with continuous treatment
I want to estimate a staggered difference-in-difference (DD) with continuous treatment. The data looks something like this:
$$
\begin{array}{ccc}
Individual & year & CT_{i,t} \\
\hline
1 &...
- 899
1
vote
1
answer
1k
views
A doubt on different ways of performing staggered DID?
Recently, I read two papers by Dasgupta,2019 and Dong,2019 examining the impact of staggered laws in different dependent variables. When having a really long discussion with people in the comment ...
- 629
4
votes
1
answer
333
views
Is there any justification for using an unbalanced window in difference-in-difference analyses?
In some difference-in-differences analyses, is there any common rule for how many "lead" and "lag" years around the event that we should use?
For example, in some papers, I saw the ...
- 629
2
votes
1
answer
499
views
What is the reasonable approach to deal with DiD for multiple time periods and groups? (staggered DiD)
Two-way fixed effect (TWFE) has been used for 2 decades for examining the change of some particular objectives after an event, or "generalized Difference-in-Differences (DiD)".
However, ...
- 629
1
vote
1
answer
277
views
How to explain the coefficient plotting as pre-trend stability testing for generalized Difference-in-Differences?
Proving the pre-trend parallel is hard in generalized DiD.
From this post, Thomas Bilach suggests me a very excellent way to do so which is called "coefficient plotting"
In short, it can be ...
- 629
3
votes
1
answer
108
views
Concerns about pre-trend stability testing
In this discussion, @Thomas Bilach well explains the equation to test pre-trend stability.
$$
y_{kt} = \alpha_k + \lambda_t + \delta_{-2} d_{k,t-2} + \delta_{-1} d_{k,t-1} + \delta d_{kt} + \delta_{+1}...
- 629
1
vote
0
answers
123
views
Confusing about the pre-trend test suggested by Goodman-Bacon, 2019's note?
Goodman, 2019 is a very famous paper decomposing the coefficients of staggered DiD.
Here I do not talk about the paper itself, I talk about the note accompanying with this paper.
Pre-trend testing ...
- 629
1
vote
1
answer
43
views
What should we conclude when the significance levels are different but the signs are similar among coefficients on a variable of interest?
I assessing the impact of anti-collusion laws on dependent variables $Y_{it}$ across the country by using generalized DiD.
The identification is:
$Y_{it}$ = $\alpha$ + $\beta$ $(pt)_{kt}$ + $\delta$$...
- 629