wooldid

Table of contents

  1. Notes
  2. Installation and options
  3. Test the command

Notes

  • Based on: Wooldridge’s DiD framework and event-study implementation.

  • Program version (if available): -

  • Last checked: 7 Jul 2026

Installation and options 

ssc install wooldid, replace

Take a look at the help file:

help wooldid

Test the command

Please make sure that you generate the shared setup data using the setup block given here

Let’s try the basic wooldid command:

wooldid Y id t first_treat, cluster(id) makeplots espre(10) espost(10)

which will show this output:

Wooldid Estimation for Outcome: Y; Standard Errors: cluster(id)
 
N clusters = 30; N = 1800 (0 obs dropped from initial sample)
R2 = 0.9999;  R2adj = 0.9999; R2-within = 0.9997;  R2-withinadj = 0.9996
 
 
Main Results (Full Estimation Sample): 

             |  estimate         se          t          p    lb_95ci    ub_95ci      relyr 
-------------+----------------------------------------------------------------------------
main         |                                                                            
         att |  131.3292    .088533   1483.394   2.54e-72   131.1482   131.5103          .

The command’s built-in graph option gives us: