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jwdid.pkg
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d TITLE
d 'JWDID': Module for the estimation of Difference-in-Difference using Mundlak approach.
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d DESCRIPTION/AUTHOR(S)
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d 'JWDID' is a command that implements the estimation approch proposed by Wooldridge (2021), based on the Mundlak approach.
d The main idea of JWDID is that consistent estimations for ATT's can be obtained by allowing for full cohort and timing heterogeneity, by simply adding cohort/year interactions in them main model.
d One advantage over other estimators, is that it can also be applied using methods other than linear regressions, including counte models (poisson) or binomial models (logit).
d Aggregations are obtained using margins.
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d KW: Differences in Differences
d KW: DID
d KW: Event Studies
d KW: jwdid
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d Requires: Stata version 15, reghdfe, hdfe, ftools
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d Author: Fernando Rios-Avila, Levy Economics Institute of Bard College
d Support: email [email protected]
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d Distribution-Date: 20230503
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F jwdid/jwdid.ado
F jwdid/jwdid_estat.ado
F jwdid/jwdid.sthlp
F jwdid/jwdid_plot.ado
F jwdid/jwdid_postestimation.sthlp