Estimation of pre- and posttreatment average treatment effects with binary time-varying treatment using Stata
Author(s) -
Cerulli Giovanni,
Ventura Marco
Publication year - 2019
Publication title -
the stata journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.637
H-Index - 76
eISSN - 1536-8734
pISSN - 1536-867X
DOI - 10.1177/1536867x19874224
Subject(s) - generalization , estimator , binary number , inference , causal inference , representation (politics) , identification (biology) , computer science , estimation , binary data , statistics , mathematics , artificial intelligence , arithmetic , mathematical analysis , botany , management , politics , political science , law , economics , biology
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.
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