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  • csdid sample size issue

    Hello @FernandoRios

    I am estimating the effect of a policy at the state level using a balanced panel of states. The policy implementation falls under the case of staggered diff-in-diff. My issue is I would like to use csdid however I doubt if my sample size is large enough.
    Below is a distribution of the year and gvar() .

    Code:
    tab year ban_date
    
              |                                        ban_date
          year |         0       2008       2009       2010       2011       2016       2018       2019 |     Total
    -----------+----------------------------------------------------------------------------------------+----------
          2006 |        37          1          1          1          1          1          1          1 |        44
          2007 |        37          1          1          1          1          1          1          1 |        44
          2008 |        37          1          1          1          1          1          1          1 |        44
          2009 |        37          1          1          1          1          1          1          1 |        44
          2010 |        37          1          1          1          1          1          1          1 |        44
          2011 |        37          1          1          1          1          1          1          1 |        44
          2012 |        37          1          1          1          1          1          1          1 |        44
          2013 |        37          1          1          1          1          1          1          1 |        44
          2014 |        37          1          1          1          1          1          1          1 |        44
          2015 |        37          1          1          1          1          1          1          1 |        44
          2016 |        37          1          1          1          1          1          1          1 |        44
          2017 |        37          1          1          1          1          1          1          1 |        44
          2018 |        37          1          1          1          1          1          1          1 |        44
          2019 |        37          1          1          1          1          1          1          1 |        44
    -----------+----------------------------------------------------------------------------------------+----------
         Total |       518         14         14         14         14         14         14         14 |       616
    When I run the csdid command everything runs well without an issue but I wonder if I can trust my estimates given the sample size. I have seen some studies published with smaller samples.

  • #2
    You're fine. In the C-S paper, they used a dataset with 6 years.

    HTML Code:
    https://psantanna.com/files/Callaway_SantAnna_2020.pdf

    Comment


    • #3
      I agree
      sample size works but only for limited cases
      a) no covariates
      b) simple aggregates
      beyond that your sample is too small (1 obs)

      Comment


      • #4
        Originally posted by FernandoRios View Post
        I agree
        sample size works but only for limited cases
        a) no covariates
        b) simple aggregates
        beyond that your sample is too small (1 obs)
        Thanks for the information. Final question.
        Assuming I had only one treated state can I still use csdid or I am probably better off using something like a synthetic control.

        Comment


        • #5
          Sdid May be better for this case.

          Comment

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