$\texttt{rdid}$ and $\texttt{rdidstag}$: Stata commands for robust difference-in-differences

TL;DR

This paper introduces a Stata package with commands for implementing the robust difference-in-differences (RDID) method, providing researchers with tools for more reliable causal inference in empirical studies.

Contribution

It presents new Stata commands for the RDID method, facilitating robust difference-in-differences analysis with practical implementation and examples.

Findings

Commands demonstrated through simulations

Empirical examples illustrate utility

Enhanced robustness in causal inference

Abstract

This article provides a Stata package for the implementation of the robust difference-in-differences (RDID) method developed in Ban and K\'edagni (2023). It contains three main commands: $\texttt{rdid}$, $\texttt{rdid_dy}$, $\texttt{rdidstag}$, which we describe in the introduction and the main text. We illustrate these commands through simulations and empirical examples.