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Stata packages
Packages are sorted in alphabetical order by name. Some package paths have been split across lines but adding spaces to keep table formatting intact. Just make sure they are in one line with spaces removed when copying them in Stata. To install packages from GitHub, get the github package: net install github, from("https://haghish.github.io/github/"). Documentation of Stata packages is usually done on internal help files. Some packages do have dedicated websites, PDFs, or GitHub repositories that are identified in the website column. Otherwise check the equivalent R packages that do have dedicated pages.
| Stata命令 | 安装 | 命令对应的文献 |
| bacondecomp | ssc install bacondecomp, replace | Andrew Goodman-Bacon (2021). Difference-in-differences with variation in treatment timing. Journal of Econometrics |
| csdid | ssc install csdid, replace | Brantly Callaway, Pedro H.C. Sant’Anna (2020). Difference-in-Differences with multiple time periods, Journal of Econometrics. |
| did2s | ssc install did2s, replace | John Gardner (2021). Two-stage differences in differences. |
| did_multiplegt | ssc install did_multiplegt, replace | Clément de Chaisemartin, Xavier D’Haultfoeuille (2020). Two-Way Fixed Effects Estimators with Heterogeneous Treatment Effects. American Economic Review. |
| Clément de Chaisemartin, Xavier D’Haultfoeuille (2021). Two-way fixed effects regressions with several treatments. | ||
| did_imputation | ssc install did_imputation, replace | Kirill Borusyak , Xavier Jaravel , Jann Spiess (2021). Revisiting Event Study Designs: Robust and Efficient Estimation. |
| drdid | ssc install drdid, replace | Pedro H.C. Sant’Anna , Jun Zhao (2020). Doubly robust difference-in-differences estimators, Journal of Econometrics. |
| eventdd | ssc install eventdd, replace | Damian Clarke, Kathya Tapia Schythe (2020). Implementing the Panel Event Study. |
| eventstudyinteract | ssc install eventstudyinteract, replace | Liyang Sun, Sarah Abraham (2020). Estimating dynamic treatment effects in event studies with heterogeneous treatment effects. Journal of Econometrics. |
| flexpaneldid | ssc install flexpaneldid, replace | Eva Dettmann, Alexander Giebler, Antje Weyh (2020). Flexpaneldid: A Stata Toolbox for Causal Analysis with Varying Treatment Time and Duration. IWH Discussion Papers No. 3/2020 |
| stackedev | github install joshbleiberg/stackedev | Doruk Cengiz , Arindrajit Dube , Attila Lindner, Ben Zipperer (2019). The effect of minimum wages on low-wage jobs. The Quarterly Journal of Economics. |
| staggered_stata | github install jonathandroth/staggered_stata | Jonathan Roth , Pedro H.C. Sant’Anna (2021). Efficient Estimation for Staggered Rollout Designs |
| xtevent | ssc install xtevent, replace | Simon Freyaldenhoven, Christian Hansen, Jesse M. Shapiro (2019). Pre-event Trends in the Panel Event-Study Design. American Economic Review. |
How to use Stata packages?
For individual packages, check their help files for documentation and examples. I have started putting some Stata code online in the Notes and Code section. But this will take a while before it is completed.
For using and plotting multiple DiD packages in Stata, the event_plot command (ssc install event_plot, replace) by Kirill Borusyakis highly recommended. It estimates and combines results from five different estimators. Example of how to do event study plots using different packages is given in the five_estimators_example.do dofile on GitHub.
The event_plot usage example has been extended twice:
David Burgherr has a dofile on Dropbox.
Pietro Santoleri has a dofile on GitHub that plots seven different estimators.
Scott Cunningham has sample dofiles as part of the CodeChella DiD event.
Source: https://asjadnaqvi.github.io/DiD/docs/01_stata/
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