DIFFERENCE_IN_DIFFERENCES

Syntax

DIFFERENCE_IN_DIFFERENCES(treated,controls,date[,ARG(END_DATE,date)])
DID(treated,controls,date)

Returned object

DifferenceInDifferencesOperator

Example

m=DID(treated,controls,20200301)
EXTRACT(m,"summary")

Interpretation and limitations

Treated and control inputs must be data lists. The event date is numeric YYYYMMDD. The only optional argument accepted by this dispatcher is ARG(END_DATE,date). Inspect pretrends and the design before drawing causal conclusions.

Available extracts

Save the command result in a variable, then use EXTRACT(result, "key"). Availability can depend on the input form and fitted model.

• slideshow
• summary
• event_chart
• event_time_chart
• regressions
• regression_chart
• pre_scatter
• post_scatter
• regression_coefficients
• diagnostics
• event_data
• att
• hac_se
• hac_lags
• hac_ci
• pretrend_slope
• json

In indexed patterns such as beta:n, replace n with the required index.

Learn more

Detailed guide and examples