I'm running a DID model with multiple timer periods and continuous treatment. I currently run the traditional Parallel Trends Assumption presented in Callaway, Goodman-Bacon & Sant'Anna (2021):
E[Yt(0) − Yt−1(0)|D = d] = E[Yt(0) − Yt−1(0)|D = 0]
However, the paper explains how under continuous treatment, stronger parallel trend assumptions are needed. The "Strong Parallel Trends Assumption" is presented as:
E[Yt(d) − Yt−1(0)] = E[Yt(d) − Yt−1(0)|D = d]
Does anyone know if Stata currently has a command that can run this stronger test? The paper writes how "pre-trend tests commonly used to detect violations of parallel trends cannot distinguish between “standard” and “strong” parallel trends". Has this changed since the paper has been published?
Thanks in advance!
Related Posts with How to generate the Strong Parallel Trend Assumption presented in Callaway, Goodman-Bacon & Sant'Anna 2021
oprobit/ ologit for grouped data?Dear All, I am wondering if there exists an equivalent of blogit/ bprobit for ordered logistic regr…
'quietly' commandHi there Does anyone know if there is a way to get the 'quietly' command to apply to whole chunks o…
Keep if/or across many disparate observationsHi statalists, I'm cleaning data for use in a cumulative abnormal returns M&A event study, and …
Difference-in-Differences analysis where outcome variables are computed over rolling windowsI have cross-sectional data on firms between 2001 and 2017. The intervention occurred sometime durin…
Problem with variable and its format.Hello, I have a mock data set and one variable is "country" with the corresponding two letters "AT" …
Subscribe to:
Post Comments (Atom)
0 Response to How to generate the Strong Parallel Trend Assumption presented in Callaway, Goodman-Bacon & Sant'Anna 2021
Post a Comment