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dqd: A command for treatment effect estimation under alternative assumptions

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dc.affiliation.dptoUC3M. Departamento de Economíaes
dc.contributor.authorMora, Ricardo
dc.contributor.authorReggio, Iliana
dc.contributor.editorUniversidad Carlos III de Madrid. Departamento de Economíaes
dc.date.accessioned2014-05-06T12:37:21Z
dc.date.available2014-05-06T12:37:21Z
dc.date.issued2014-04-01es
dc.description.abstractConventional difference-in-differences (DID) methods that are used to estimate the effect of a treatment rely on important identifying assumptions. Identification of the treatment effect in a DID framework requires some assumption relating trends for controls and treated in absence of treatment, the most common being the assumption of Parallel Paths. When several pre-treatment periods are available, Mora and Reggio (2012) show that treatment effect identification does not uniquely depend on the Parallel Path assumption, but also on the trend modeling strategy. They further define a family of alternative Parallel assumptions and propose a more flexible model which can be a helpful starting tool to study robustness to alternative Parallel assumptions and trend dynamics. In this paper we introduce a Stata command that implements the fully flexible model presented in Mora and Reggio (2012), producing tests for the equivalence of alternative parallel assumptions and for the dynamic effects of the treatment. The standard DID in model with or without polynomial trends can also be obtained.en
dc.description.sponsorshipWe acknowledge financial help from the Spanish government through grant ECO2012-31358.en
dc.format.mimetypeapplication/pdf
dc.identifier.issn2340-5031es
dc.identifier.repecwe1407
dc.identifier.urihttps://hdl.handle.net/10016/18857
dc.identifier.uxxiDT/0000001197es
dc.language.isoengen
dc.relation.ispartofseriesUC3M Working Papers Economicsen
dc.relation.ispartofseries14-07es
dc.relation.projectIDGobierno de España. ECO2012-31358
dc.rightsAtribución-NoComercial-SinDerivadas 3.0 España*
dc.rights.accessRightsopen accessen
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/es/*
dc.subject.otherDifference-in-differenceses
dc.subject.othertreatment effecten
dc.subject.otheridentificationen
dc.subject.otherfully flexible modelen
dc.subject.otherdqden
dc.titledqd: A command for treatment effect estimation under alternative assumptionsen
dc.typeworking paper*
dc.type.hasVersionSMUR*
dspace.entity.typePublication
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