Software
Forward DID (fdid for Stata)
Extended Description
Choosing a control group is vital to quasi-experimental design in the social sciences. When randomized trials are not feasible or ethical, researchers (usually) need to compare a treated unit/set of units to others that were untreated. To do this, fdid uses a greedy forward selection algorithm to choose the ideal control group for the currently treated unit. It then uses the standard difference-in-differences model to estimate effects. The fdid command reports a full suite of inferential statistics, metrics of fit, as well as the control units used for the difference-in-differences design.
The Stata vignette for this command may be found here. It replicates the results of Li (2024) who uses HCW (2012) as an example. The paper describing the Stata command is joint work with Jason Coupet and Eric Sevigny.
MLSYNTH
My under-development “mlsynth
” Python library. It implements various artificial counterfactual estimators for panel data.