Announcement

Collapse
No announcement yet.
X
  • Filter
  • Time
  • Show
Clear All
new posts

  • Advice on DID with Continuous Treatment and Staggered Timing

    Dear Statalist members,

    I am currently working with a panel dataset and would greatly appreciate your advice on how to appropriately model a causal relationship involving a continuous treatment variable and staggered adoption.

    # Research context:
    - Units: ~2,300 census tracts
    - Years: 2010–2024 (balanced panel)
    - Treatment variable: `gi_added_density`, a continuous measure of green infrastructure (GI) construction density added per year
    - Outcome variable: `yearly_311_density`, measuring the density of 311 complaints
    - Treatment timing is staggered: tracts start receiving GI at different years
    - Treatment intensity varies across units and time — some tracts receive more GI than others, and some not at all

    # Goals:
    I aim to estimate the causal effect of **treatment intensity** (not just binary treatment status) on the outcome.
    I’m also interested in examining:
    1. Whether the treatment effect is *heterogeneous* across baseline levels
    2. Whether the effect is *delayed* (i.e., lagged treatment effects)

    #Methods I’ve tried:
    - `wooldid`: Wooldridge’s 2021 TWFE-robust method with continuous treatment (from https://github.com/thegland/wooldid/)


    # My questions:
    1. What would be the recommended approach(es) to estimate treatment effects under *continuous intensity and staggered timing*?
    2. Are there other Stata packages or model structures (e.g., event-study-like interaction designs) that are robust under this setting?
    3. Is it still possible or appropriate to test the *parallel trends assumption* when the treatment is continuous and adopted at different times?
    4. Would it make sense to model *lagged effects* directly (e.g., including `L1.gi_added_density`, `L2.gi_added_density`)?

    Any guidance, references, or suggestions for best practices would be sincerely appreciated.
    Thank you very much for your time and help!

    Best regards,
    Chang
Working...
X