In this article, we describe tvdiff, a community-contributed command that implements a generalization of the difference-in-differences estimator to the case of binary time-varying treatment with pre- and postintervention periods. tvdiff is flexible and can accommodate many actual situations, enabling the user to specify the number of pre- and postintervention periods and a graphical representation of the estimated coefficients. In addition, tvdiff provides two distinct tests for the necessary condition of the identification of causal effects, namely, two tests for the so-called parallel-trend assumption. tvdiff is intended to simplify applied works on program evaluation and causal inference when longitudinal data are available.
Estimation of pre- and posttreatment average treatment effects with binary time-varying treatment using Stata / Cerulli, Giovanni; Ventura, Marco. - In: THE STATA JOURNAL. - ISSN 1536-867X. - 19:3(2019), pp. 551-564. [10.1177/1536867X19874224]
Estimation of pre- and posttreatment average treatment effects with binary time-varying treatment using Stata
Cerulli Giovanni
Co-primo
Software
;Ventura Marco
Co-primo
Methodology
2019
Abstract
In this article, we describe tvdiff, a community-contributed command that implements a generalization of the difference-in-differences estimator to the case of binary time-varying treatment with pre- and postintervention periods. tvdiff is flexible and can accommodate many actual situations, enabling the user to specify the number of pre- and postintervention periods and a graphical representation of the estimated coefficients. In addition, tvdiff provides two distinct tests for the necessary condition of the identification of causal effects, namely, two tests for the so-called parallel-trend assumption. tvdiff is intended to simplify applied works on program evaluation and causal inference when longitudinal data are available.File | Dimensione | Formato | |
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