Quotation Rios-Avila, Fernando, H.C. Sant Anna, Pedro, Naqvi, Syed Ali Asjad. 2021. DRDID: Stata module for the estimation of Doubly Robust Difference-in-Difference models.


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Abstract

ssc install drdid, replace DRDID implements Sant'Anna and Zhao (2020) proposed estimators for the Average Treatment Effect on the Treated (ATT) in Difference-in-Differences (DID) setups where the parallel trends assumption holds after conditioning on a vector of pre-treatment covariates. For a generalization to multiple periods see CSDID. The main estimators in DRDID are locally efficient and doubly-robust estimators, because they combine Inverse probability weighting and outcome regression to estimate ATT's. DRDID can be applied to both balanced/unbalanced panel data, or repeated cross-section.

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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Software
Title DRDID: Stata module for the estimation of Doubly Robust Difference-in-Difference models
Date Aug. 5, 2021
Version v1.0
Licence GPL v3
Operating system Windows, Mac
Language English
Programming language Stata

Associations

People
Naqvi, Syed Ali Asjad (Details)
External
H.C. Sant Anna, Pedro (Vanderbilt University, United States/USA)
Rios-Avila, Fernando (Levy Institute, United States/USA)
Organization
Institute for Ecological Economics IN (Details)
Research areas (Ă–STAT Classification 'Statistik Austria')
1133 Computer-aided simulation (Details)
2928 Environmental economics (Details)
5323 Econometrics (Details)
5353 Environmental economics (Details)
5368 Sustainable development, sustainable economics (Details)
5924 Environmental economics (Details)
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