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. Also check the equivalent R packages package that also lists dedicated pages.

Name	Installation	Website	Package by	Reference paper
bacondecomp	ssc install bacondecomp, replace or older version: net install ddtiming, from (https://tgoldring.com/code/)		Andrew Goodman-Bacon Thomas Goldring Austin Nichols	Andrew Goodman-Bacon (2021). Difference-in-differences with variation in treatment timing. Journal of Econometrics
csdid	ssc install csdid, replace	Link	Fernando Rios-Avila Pedro H.C. Sant’Anna Brantly Callaway	Brantly Callaway, Pedro H.C. Sant’Anna (2020). Difference-in-Differences with multiple time periods, Journal of Econometrics.
csdid2	Instructions	Link	Fernando Rios-Avila	Brantly Callaway, Pedro H.C. Sant’Anna (2020). Difference-in-Differences with multiple time periods, Journal of Econometrics.
did2s	ssc install did2s, replace	Link	Kyle Butts	John Gardner (2021). Two-stage differences in differences.
did_multiplegt	ssc install did_multiplegt, replace		Clément de Chaisemartin Xavier D’Haultfoeuille	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. Clément de Chaisemartin, Xavier D’Haultfoeuille (2021). Difference-in-Differences Estimators of Inter-temporal Treatment Effects.
did_imputation	ssc install did_imputation, replace	Link	Kirill Borusyak Xavier Jaravel Jann Spiess	Kirill Borusyak , Xavier Jaravel , Jann Spiess (2021). Revisiting Event Study Designs: Robust and Efficient Estimation.
drdid	ssc install drdid, replace	Link	Fernando Rios-Avila Pedro H.C. Sant’Anna Asjad Naqvi	Pedro H.C. Sant’Anna , Jun Zhao (2020). Doubly robust difference-in-differences estimators, Journal of Econometrics.
eventdd	ssc install eventdd, replace	Link	Damian Clarke Kathya Tapia	Damian Clarke, Kathya Tapia Schythe (2020). Implementing the Panel Event Study.
eventstudyinteract	ssc install eventstudyinteract, replace	Link	Liyang Sun	Liyang Sun, Sarah Abraham (2020). Estimating dynamic treatment effects in event studies with heterogeneous treatment effects. Journal of Econometrics.
fect	github install xuyiqing/fect_stata	Link	Licheng Liu Ye Wang Yiqing Xu Ziyi Liu	Licheng Liu, Ye Wang, Yiqing Xu (2022). A Practical Guide to Counterfactual Estimators for Causal Inference with Time-Series Cross-Sectional Data
flexpaneldid	ssc install flexpaneldid, replace	Link	Eva Dettmann Alexander Giebler Antje Weyh	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.
hdidregress	Default with Stata 18		StataCorp	Brantly Callaway, Pedro H.C. Sant’Anna (2020). Difference-in-Differences with multiple time periods
honestdid	ssc install honestdid, replace	Link	Mauricio Caceres Bravo Jonathan Roth	Ashesh Rambachan , Jonathan Roth (2021). An Honest Approach to Parallel Trends.
jwdid	ssc install jwdid, replace	Link	Fernando Rios-Avila	Jeffrey Wooldridge Dropbox notes
lpdid	ssc install lpdid, replace	Link	Alexander Busch Daniele Girardi	Arindrajit Dube, Daniele Girardi, Òscar Jordà, Alan Taylor (2023). A Local Projections Approach to Difference-in-Differences Event Studies.
multi	Instructions	Link	Mauricio Caceres Bravo Paul Goldsmith-Pinkham
pretrends	Instructions	Link	Mauricio Caceres Bravo Jonathan Roth	Jonathan Roth (2021). Pre-test with Caution: Event-study Estimates After Testing for Parallel Trends.
robustate	Instructions	Link	Yuya Sasaki Takuya Ura	Yuya Sasaki, Takuya Ura (2022). Estimation and Inference for Moments of Ratios with Robustness against Large Trimming Bias
sdid	ssc install sdid, replace	Link	Damian Clarke Daniel Pailañir	Dmitry Arkhangelsky, Susan Athey, David Hirshberg, Guido Imbens, Stefan Wager (2021). Synthetic Difference-in-Differences. American Economic Review.
stackedev	ssc install stackedev, replace	Link	Joshua Bleiberg	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	Link	Jonathan Roth	Jonathan Roth , Pedro H.C. Sant’Anna (2021). Efficient Estimation for Staggered Rollout Designs
xtevent	ssc install xtevent, replace	Link	Simon Freyaldenhoven Christian Hansen Jorge Perez Perez Jesse M. Shapiro	Simon Freyaldenhoven, Christian Hansen, Jesse M. Shapiro (2019). Pre-event Trends in the Panel Event-Study Design. American Economic Review.
wooldid	ssc install wooldid, replace	Link	Thomas Hegland	Jeffrey Wooldridge (2021). Two-Way Fixed Effects, the Two-Way Mundlak Regression, and Difference-in-differences Estimators.

How to use Stata packages?

For individual packages, check their help files for documentation and examples. I regularly update the Stata code section for various packages.

For using and plotting multiple DiD packages in Stata, the event_plot command (ssc install event_plot, replace) by Kirill Borusyak is 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.