Reference period in new DID estimators

[Mustafa Hussein]

Hello all! I am running a few checks using the new heterogeneity-robust diff-in-diff estimators, specifically: csdid, did_imputation, and did_muliplegt. From each estimator, I retrieve the estimates for the leads and lags relative to the time of policy introduction and compare to the lead/lag estimates from a standard event study model (using reghdfe). It seems that these estimators by default choose the reference period as the latest lead, as opposed to the lead at period -1 right before policy introduction. This may be innocuous with simulated data but it creates problems when one tries to estimate the overall average ATT (all lag/lead estimates will be relative to the wrong period). I've seen this issue with simulated data (e.g. Asjad Naqvi 's incredibly helpful code: https://asjadnaqvi.github.io/DiD/docs/code/06_combined/) and with real data across different projects.

I was wondering if anyone has figured out how to somehow force the reference lead to be period -1 or otherwise re-scaled the lead and lag estimates to be relative to this more meaningful reference.

Thanks for chiming in!

P.S. This could be a very simple fix and I am just completely missing it!

[Nevine Elmallakh]

Hello, I am also looking to compare did_imputation results to a normal event study with the omitted period -1. Did you by any chance find a way to force it in did_imputation?

Thanks!!