lpdid
Table of contents
Notes
- Based on: Dube et. al. (2023). A Local Projections Approach to Difference-in-Differences
- Program version (if available): -
- Last checked: Nov 2024
Installation and options
ssc install lpdid, replace
ssc install reghdfe, replace // dependency
ssc install boottest, replace // dependency
ssc install egenmore, replace // dependency
Take a look at the help file:
help lpdid
Test the command
Let’s try the basic command:
Please make sure that you generate the data using the script given here
lpdid Y, time(t) unit(id) treat(D) pre(10) post(10)
which will show this output:
LP-DiD Event Study Estimates
E-time | Coeffic~t SE t P>|t| [95% co~. interval] obs
-------------+----------------------------------------------------------------------------
pre10 | -.0201543 .4056344 -.05 .9607 -.8497698 .8094613 932
pre9 | -.1347506 .3338661 -.4 .6895 -.8175835 .5480822 962
pre8 | -.1211563 .3874075 -.31 .7567 -.9134936 .6711811 992
pre7 | -.3739777 .4017302 -.93 .3596 -1.195608 .4476529 1022
pre6 | -.4470791 .3015656 -1.48 .149 -1.06385 .1696918 1052
pre5 | -.3550108 .3109155 -1.14 .2629 -.9909044 .2808828 1082
pre4 | -.0828967 .358771 -.23 .8189 -.8166658 .6508723 1112
pre3 | -.0590864 .3355107 -.18 .8614 -.7452829 .6271101 1142
pre2 | .0997862 .448693 .22 .8256 -.8178941 1.017466 1172
pre1 | 0 . . . . . .
tau0 | -.0746047 .3366208 -.22 .8262 -.7630715 .6138621 1202
tau1 | 8.573242 .3848829 22.27 0 7.786068 9.360416 1172
tau2 | 17.69598 .4460238 39.67 0 16.78376 18.6082 1142
tau3 | 26.07077 .5299135 49.2 0 24.98698 27.15457 1112
tau4 | 34.90456 .8004812 43.6 0 33.2674 36.54173 1082
tau5 | 43.23232 1.073271 40.28 0 41.03724 45.42741 1048
tau6 | 52.47728 1.300362 40.36 0 49.81775 55.13682 1018
tau7 | 60.62629 1.581023 38.35 0 57.39274 63.85985 988
tau8 | 69.49236 1.688231 41.16 0 66.03954 72.94518 958
tau9 | 77.99379 1.965505 39.68 0 73.97388 82.0137 928
tau10 | 85.78189 2.011471 42.65 0 81.66797 89.89581 898
LP-DiD Pooled Estimates
| Coeffic~t SE t P>|t| [95% co~. interval] obs
-------------+----------------------------------------------------------------------------
Pre | -.1660366 .2749978 -.6 .5507 -.7284703 .396397 932
Post | 43.09124 .9481363 45.45 0 41.15208 45.03039 898
The command’s built-in graph option gives us:
