[Daniele Girardi]

UPDATED VERSION AVAILABLE:

A new updated version of the lpdid command (version 1.0.2) has just been uploaded in SSC (as always, many thanks to Prof. Baum).

Update the command by typing

ssc install lpdid, replace

The main new features:

1. One-off treatments: The nonabsorb() option now has a [oneoff] suboption, to deal with repeated “one-off” (or “shock”) treatments. These are treatments that last one period by construction (like for example hurricanes), although treatment can still be repeated and effects can still be long lasting, heterogeneous and dynamic. This will be useful to researchers working on, for example, the effects of natural disasters or other ‘one-off’ shocks.
2. Faster execution of reweighted estimator with controls: The reweighted version (implemented through the [rw] option) is now always fast to run, including with non-absorbing treatment, additional control variables and/or absorbed fixed effects. In these settings, the previous version was sometimes slow, while the new one is much faster. (This was achieving by relying on the -listreg- command by Ben Jann to implement regression adjustment specifications more efficiently).
3. Wild bootstrap: Wild bootstrap is now available also with reweighting and control variables.
4. Bug fix: Prior versions of the program which specified both [pmd] and [nonabsorb] had a wrong sample definition which resulted in most observations being dropped.
5. Bug fix: Prior versions of the program which specified a control variable, [rw], and a user-supplied weight produced a syntax error.

Note the command dependencies now include -listreg- so you need to install -listreg- from ssc (ssc install listreg, replace) before using lpdid.

More detail at https://github.com/danielegirardi/lpdid/

My coauthor Alex Busch and I hope these extensions are useful!

Daniele

[Gael Wilfried]

Hi everyone, I'm using the command for LP-DiD and I was wondering if it includes an automatic placebo test option.