didq: A command for treatment-effect estimation under alternative assumptions
Abstract. When several pretreatment periods are available, identification of the
treatment effect in a difference-in-differences framework requires an
assumption relating dynamics for controls and treated in absence of treatment.
Mora and Reggio (2012, Working Paper 12-33, Universidad Carlos III
de Madrid) define a family of alternative identifying assumptions and propose
a model that, contrary to the usual econometric specifications, allows one to
identify the treatment effect for any given assumption in the family. In this
article, we introduce a command, didq, that implements the model
presented in Mora and Reggio, reports the estimated effect under
alternative assumptions, and performs tests for the equivalence of the
estimates. We also explain how to use the command to obtain the standard
difference-in-differences estimator with or without polynomial trends.
View all articles by these authors:
Ricardo Mora, Iliana Reggio
View all articles with these keywords:
didq, difference-in-differences, treatment effect, identification, fully flexible model
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