Last updated: 17 July 2021.

Notes

This repository tracks the recent developments in the Difference-in-Difference (DiD) literature. Currently, it is just a dump of my bookmarks from different websites including Twitter, GitHub, YouTube etc. This will be sorted out over time as the literature converges to some consensus. But this might still take a while.

This is a working document, if you want to contribute, just message, or open an issue on GitHub. Let's make this the most epic DiD repository ever!

TODO:

Dump the info.
Add key lit.
Port to a proper website.

Why do DiD?

TO BE ADDED

Stata packages

Name	Installation	Package by	Reference paper
`bacondecomp`	`ssc install bacondecomp, replace`	Andrew Goodman-Bacon Thomas Goldring Austin Nichols	Andrew Goodman-Bacon (2021). Difference-in-differences with variation in treatment timing. Journal of Econometrics
`eventstudyinteract`	See end of table	Liyang Sun	Liyang Sun, Sarah Abraham (2020). Estimating dynamic treatment effects in event studies with heterogeneous treatment effects. Journal of Econometrics.
`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`	Kirill Borusyak Xavier Jaravel Jann Spiess	Kirill Borusyak, Xavier Jaravel, Jann Spiess (2021). Revisiting Event Study Designs: Robust and Efficient Estimation
`drdid`	See end of table	Fernando Rios-Avila Asjad Naqvi Pedro H.C. Sant'Anna	Pedro H.C. Sant'Anna, Jun Zhao (2020). Doubly robust difference-in-differences estimators, Journal of Econometrics.
`csdid`	See end of table	Fernando Rios-Avila	Brantly Callaway, Pedro H.C. Sant'Anna (2020). Difference-in-Differences with multiple time periods, Journal of Econometrics.
`flexpaneldid`	`ssc install flexpaneldid, replace`	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
`xtevent`	See end of table	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.
`did2s`	`ssc install did2s, replace`	Kyle Butts	John Gardner (2021). Two-stage differences in differences.
`stackedev`	See end of table	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.

Note: The length of the installation paths from GitHub repositories is messing up the table. Till this is sorted out, links are here:

bacondecomp alternative: net install ddtiming, from(https://tgoldring.com/code/)
drdid: net install drdid, from ("https://raw.githubusercontent.com/friosavila/csdid_drdid/v0.1/code") replace
csdid: net install csdid, from ("https://raw.githubusercontent.com/friosavila/csdid_drdid/main/code/") replace
eventstudyinteract : net install eventstudyinteract, from("https://raw.githubusercontent.com/lsun20/EventStudyInteract/main/") replace
xtevent : Manually download and install from https://simonfreyaldenhoven.github.io/software/
stackedev: net install stackedev, from("https://raw.githubusercontent.com/joshbleiberg/stackedev/main/")

How to use these packages?

TO BE ADDED.

R packages

Name	Installation	Package by	Reference paper
`bacondecomp`	`install.packages("bacondecomp")`	Evan Flack Ed Jee	Andrew Goodman-Bacon (2021). Difference-in-differences with variation in treatment timing. Journal of Econometrics.
`fixest` with `sunab()` function	`install.packages("fixest")`	Laurent Bergé	Liyang Sun, Sarah Abraham (2020). Estimating dynamic treatment effects in event studies with heterogeneous treatment effects. Journal of Econometrics.
`TwoWayFEWeights`	`install.packages("TwoWayFEWeights")`	Shuo Zhang	Clément de Chaisemartin, Xavier D'Haultfoeuille (2021). Two-Way Fixed Effects Estimators with Heterogeneous Treatment Effects.
`DIDmultiplegt` [not as recent as Stata version]	`install.packages("DIDmultiplegt")`	Shuo Zhang	Two-Way Fixed Effects Estimators with Heterogeneous Treatment Effects.
`drdid`	`devtools::install_github("pedrohcgs/DRDID")`	Pedro H.C. Sant'Anna Jun Zhao	Pedro H.C. Sant'Anna, Jun Zhao (2020). Doubly robust difference-in-differences estimators, Journal of Econometrics.
`did`	`install.packages("did")`	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.
`did2s`	`devtools::install_github("kylebutts/did2s")`	Kyle Butts	John Gardner (2021). Two-stage differences in differences. Kirill Borusyak , Xavier Jaravel , Jann Spiess (2021). Revisiting Event Study Designs: Robust and Efficient Estimation Liyang Sun, Sarah Abraham (2020). Estimating dynamic treatment effects in event studies with heterogeneous treatment effects. Journal of Econometrics. Brantly Callaway, Pedro H.C. Sant'Anna (2020). Difference-in-Differences with multiple time periods, Journal of Econometrics. Jonathan Roth , Pedro H.C. Sant'Anna (2021) Efficient Estimation for Staggered Rollout Designs.

Literature

Papers

SORTABLE TABLE TO BE ADDED. In alphabetical order by last name.

Kirill Borusyak , Xavier Jaravel , Jann Spiess (2021). Revisiting Event Study Designs: Robust and Efficient Estimation.

Brantly Callaway, Andrew Goodman-Bacon, Pedro H.C. Sant'Anna. Difference-in-Differences with a Continuous Treatment.

Brantly Callaway, Pedro H.C. Sant'Anna (2020). Difference-in-Differences with multiple time periods, Journal of Econometrics.

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.

Simon Freyaldenhoven, Christian Hansen, Jesse M. Shapiro (2019). Pre-event Trends in the Panel Event-Study Design. American Economic Review.

John Gardner (2021). Two-stage differences in differences.

Andrew Goodman-Bacon (2021). Difference-in-differences with variation in treatment timing. Journal of Econometrics.

Jonathan Roth , Pedro H.C. Sant'Anna (2021) Efficient Estimation for Staggered Rollout Designs.

Pedro H.C. Sant'Anna, Jun Zhao (2020). Doubly robust difference-in-differences estimators, Journal of Econometrics.

Liyang Sun, Sarah Abraham (2020). Estimating dynamic treatment effects in event studies with heterogeneous treatment effects. Journal of Econometrics.

Books

Scott Cunningham (2020). Causal Inference: The Mix Tape.

Nick Huntington-Klein (2021). The Effect.

DiD knowledge curation

Here are people who are actively involved in curating information on the latest DiD developments. This includes blogs, lecture series, tweets.

Events and Videos

Scott Cunningham : CodeChella the ultimate DiD event Workshop 1: Friday July 16th, 2021 and Workshop 2: Friday July 23, 2021 which will be live on Twitch. Will post links if recordings are up somewhere.

Chloe East organizes an online DiD reading group.

Taylor J. Wright organizes an online DiD reading group. The lecture recordings can also be viewed on YouTube.

Blogs

Scott Cunningham : Scott's Substack is the goto place for an easy-to-digest explanation of the latest metric-heavy DiD papers.

Andrew C. Baker has notes on Difference-in-Differences Methodology with supporting material on GitHub.

Notes

Paul Goldsmith-Pinkham has a brilliant set of lectures on empirical methods including DiD on GitHub. These are also supplemented by YouTube videos.

Jeffrey Wooldridge has made several notes on DiD which are shared on his Dropbox including Stata dofiles.

Fernando Rios-Avila has a great explainer for the Callaway and Sant'Anna (2020) CS-DID logic on his blog.

Christine Cai has a working document which lists recent papers using different methods including DiDs.

Interactive dashboards

These (related) interactive R-Shiny dashboards showcase how TWFE models give wrong estimates.

Kyle Butts : https://kyle-butts.shinyapps.io/did_twfe/

Hans Henrik Sievertsen : https://hhsievertsen.shinyapps.io/kylebutts_did_eventstudy/

Tweets

Twitter threads that summarize the DiD literature. In order to render these properly, you need to view them on the Jekyll website.

I spent this past week catching up with the DiD literature. Here is my list🧵:
1. Read (if you haven't) Andrew Goodman-Bacon's "Difference-in-Differences with Variation in Treatment Timing." The paper that started all for me (there are others before).Link: https://t.co/GBFjBnHDcj
— Jesús Villero (@jotavillero) May 16, 2021

Navigating the DiD revolution from one applied researcher's perspective.

A LONG 🧵 on what I've learned & what I'm still trying to figure out. Advice/insights welcome!

My @michaelpollan 🥦🍅🥕🫑 inspired TL;DR take:

"Apply DiD in context, not every 2x2, mostly event studies" pic.twitter.com/CWmwyo1Btp
— Matthew A. Kraft (@MatthewAKraft) June 24, 2021

I've been catching up on staggered diff-in-diff/two-way fixed effects recently. Simulating helped me see how bad TWFE performs with dynamic treatment effects (see those pre-trends). I also tried implementing Sun & Abraham (2020)'s interaction-weighted estimator in Stata pic.twitter.com/FQBCQi0m7d
— Shan Huang (@ShanHuang_ec) June 16, 2020

ziwenzu-zz/Diff-in-Diff-Notes

Notes

Why do DiD?

Stata packages

How to use these packages?

R packages

Literature

Papers

Books

DiD knowledge curation

Events and Videos

Blogs

Notes

Interactive dashboards

Tweets