Heterogenous DID

[Murade Eberaheme]

Dear all,

I am new to the Stata Forum and currently working on my MSc research, focusing on the growth performance of banks. I have a sample of 10 banks, 9 of which have adopted interest-free banking at different points in time. I aim to assess the impact of this adoption (the treatment) on the banks' growth performance using a heterogeneous difference-in-differences (DID) approach. One of the banks will serve as the control group. My question is whether Stata 17 includes the necessary options to carry out this analysis, as I do not have access to Stata 18 due to financial constraints.

Your support would be greatly appreciated. Please don't scroll past without responding.

Thank you,
Murade H.

[George Ford]

Plenty of options in v17. That's not the problem. The problem is you can't get useful results with one control, and in some cases you won't get results at all.

[Seungmin Lee]

Check Table 2 of Roth et al. (2023) "What’s trending in difference-in-differences? A synthesis of the recent econometrics literature" It has the list of user-written Stata commands depending on your needs. I believe most commands are compatible with Stata 17.