Heterogeneous Difference-in-Differences

Regression Adjustment for Heterogeneous Difference-in-Differences in Stata: Comparing xthdidregress and lwdid

I am currently attending the Timberlake Econometrics Summer School at Churchill College, Cambridge, where I am following Professor Jeffrey Wooldridge’s class. This course provided an excellent opportunity to…

Post date July 21, 2026
Post categories In Illustrated, Pedagogical Note
Tags Causal Inference, Causal inference methods, Heterogeneous Difference-in-Differences, lwdid, Stata 18, STATA Code, Timberlake

Local Projections Difference-in-Differences (LP-DiD) estimator

In this blog, I illustrate the LP-DiD estimator by Dube, Girardi, and Jorda (2023). I will leverage my previous blogs on Heterogeneous Difference-in-Differences with Stata: This new estimator…

Post date February 19, 2025
Post categories In Codes and Datasets
Tags Causal Inference, Causal inference methods, Difference-in-Differences, Heterogeneous Difference-in-Differences, Local Projection, LP-DiD, Stata 18, STATA Code

Heterogeneous Difference-in-Differences with Stata (Again)

Yesterday, Stata released two videos on how to use Difference-in-Differences commands built-in within Stata. The videos are very pedagogical, so allow me to share them with you: Treatment…

Post date August 22, 2024
Post categories In Illustrated, Pedagogical Note
Tags Causal Inference, Causal inference methods, Heterogeneous Difference-in-Differences, Stata 18, STATA Code
1 Comment on Heterogeneous Difference-in-Differences with Stata (Again)

Heterogeneous Difference-in-Differences with Stata

A few days ago, I assisted to wonderful presentation by Di Liu of StataCorp LLC. His explanations were crystal clear about the difference-in-difference commands introduced in Stata 18.…

Post date September 14, 2023
Post categories In Illustrated, Pedagogical Note
Tags Causal Inference, Causal inference methods, Heterogeneous Difference-in-Differences, Stata 18, STATA Code

Regression Adjustment for Heterogeneous Difference-in-Differences in Stata: Comparing xthdidregress and lwdid

Local Projections Difference-in-Differences (LP-DiD) estimator

Heterogeneous Difference-in-Differences with Stata (Again)

Heterogeneous Difference-in-Differences with Stata

Regression Adjustment for Heterogeneous Difference-in-Differences in Stata: Comparing xthdidregress and lwdid

Portable Stata Projects: Running the Same Do-File on Any Computer

From Soviet Steel to Japanese Electronics to Chinese Semiconductors: Three Rivalries in the Great Global Transformation

Centering Nonlinear Terms: Interpreting Marginal Effects at the Mean

The 18th International Conference on Statistical Analysis of Textual Data