Difference-in-Differences
Pedro Sant’Anna
January 31, 2023, 9am-1pm, Online Via Zoom
Please join as we kick off a new season of the PDHP workshop series on January 31st with “Difference-in-Differences”, presented by Pedro H. C. Sant’Anna of Vanderbilt University & Microsoft. This half-day workshop is geared toward researchers and data analysts of all skill levels, and will cover all aspects of the difference-in-differences analytic approach, with an additional emphasis on recent advances in the field. Attendees will also receive hands-on practice with difference-in-differences analysis using R and Stata. As always, this workshop is free and open to the public.
Topics covered:
- Deep dive into canonical Difference-in-Differences methods
- Understanding limitations of linear two-way fixed effects regressions
- Allowing for heterogeneous treatment effects when treatment timing varies
- Recent advances in DiD
- Hands-on practice with R and Stata using both real and simulated data
Video:
Workshop video is available here.
Zoom Q&A text is available for download here (CSV format)
Slides & Lab Materials:
Workshop slides available here.
Recommended Software:
The workshop will provide examples in Stata, and R as configured below:
––R Studio (strongly recommended)
––R packages can be installed using the following code
## install packages (Diff-In-Diffs packages) install.packages(c("did","TwoWayFEWeights","bacondecomp","fixest")) #(data manipulation and plots packages) install.packages(c("tidyverse","ggplot2","scales","ggrepel","dplyr","glue")) #(general purpose packages used in workshop) install.packages(c("wooldridge","here","readstata13","statar","ggpubr","remotes"))
Example Problems (include sample code and data):
• Example #1
• Example #2
• Example #3
Additional Reading:
- What’s Trending In Difference-in-Differences? A Synthesis of the Recent Econometrics Literature (PDF)
Jonathan Roth, Pedro H. C. Sant’Anna, Alyssa Bilinksi, & John Poe (2023 Journal of Econometrics; currently conditionally accepted) - Differences-in-Differences with Multiple Time Periods
Brantly Callaway & Pedro H. C. Sant’Anna (2021 Journal of Econometrics; Volume 225, Issue 2) - Difference-in-Differences with Variation in Treatment Timing
Andrew Goodman-Bacon (2021 Journal of Econometrics; Volume 225, Issue 2) - Estimating Dynamic Treatment Effects in Event Studies with Heterogeneous Treatment Effects
Liyang Sun & Sarah Abraham (2021 Journal of Econometrics; Volume 225, Issue 2) - Two-Way Fixed Effects Estimators with Heterogeneous Treatment Effects
Clément de Chaisemartin & Xavier D’Haultfœuille (2020 American Economics Review; Volume 110, Issue 9)