Software

wooldid: Estimation of Difference-in-Differences Treatment Effects with Staggered Treatment Onset Using Heterogeneity-Robust Two-Way Fixed Effects Regressions

This program offers a suite of tools in STATA for implementing difference-in-differences style analyses with staggered treatment onset using the two-way fixed effects approach proposed in Wooldridge (2021) and the high dimensional fixed effects estimators developed by Correia (2017). Features include: 

Citation Information:  Thomas A. Hegland, 2023. "WOOLDID: Stata module to estimate Difference-in-Differences Treatment Effects with Staggered Treatment Onset Using Heterogeneity-Robust Two-Way Fixed Effects Regressions," Statistical Software Components S459238, Boston College Department of Economics, revised 06 Oct 2023.

For more on this program,  check my github page. You may install wooldid in STATA using the command:

net install wooldid, from(https://raw.githubusercontent.com/thegland/wooldid/master/wooldidinstall/)

or

ssc install wooldid