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Diff in Diffs #14

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azev77 opened this issue Feb 4, 2021 · 6 comments
Open

Diff in Diffs #14

azev77 opened this issue Feb 4, 2021 · 6 comments

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@azev77
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azev77 commented Feb 4, 2021 •
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I coded the classic Diff in Diffs (two way Fixed Effect) outcome model, which is a special case of Synthetic Controls.

I just discovered @junyuan-chen's new package DiffinDiffs.jl which has a few of the latest DiD techniques.
Maybe, if there is interest, at some point there can be an opportunity to join forces?
Maybe create an umbrella organization? (ProgramEvaluation.jl?)
@azev77
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azev77 commented Mar 18, 2021

It may be worth comparing SCM w/ the new generation of Diff-in-Diffs estimators.
@vincentarelbundock compares TWFE/Callaway & Sant'Anna/IFE/Matrix Completion in a blog post.
image

The author has a disclaimer that he's not comparing the performance of alternative estimation strategies ...

@vincentarelbundock
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vincentarelbundock commented Mar 18, 2021 •
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That would be interesting. The disclaimer in myblog post is because I don't actually think that the factor structure in the DGP satisfies the Callaway & Sant'Anna assumptions. Baker et al (2021) has a different simulation where C&SA works better:

https://andrewcbaker.netlify.app/

Here's a stripped down version of that simulation that I coded up data.table, but the full code is on Baker's website:

http://arelbundock.com/baker.html

@azev77
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azev77 commented Mar 18, 2021

Reminder for self: here is a link to @andrewchbaker's DiD codes for "How Much Should We Trust Staggered Difference-in-Differences Estimates?"

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azev77 commented May 31, 2021 •
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Also @borusyak's https://github.com/borusyak/did_imputation
compares 5 event study estimators in a simulated panel:

Also:

@azev77
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azev77 commented Jul 15, 2021

@kylebutts has did2s (R/STATA)
w/:

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azev77 commented Jul 19, 2021

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