I am running a simple difference-in-differences model on all 50 US states (2000-2018) where a treatment is assigned to 23 states in 2010, and not to the other 27 states.
As I observe the entire population of interest, my understanding is that the correct standard errors are those derived by Abadie, Athey, Imbens, and Wooldridge (2020) "Sampling-Bases versus Design-Based Uncertainty in Regression Analysis" Econometrica (link: https://economics.mit.edu/sites/defa.../ECTA12675.pdf).
I can, however, not find a package in STATA that estimates these standard errors.
Does anyone here know how to obtain the Abadie, Athey, Imbens, and Wooldridge (2020) standard errors in STATA?
Thank you very much in advance,
Sam
As I observe the entire population of interest, my understanding is that the correct standard errors are those derived by Abadie, Athey, Imbens, and Wooldridge (2020) "Sampling-Bases versus Design-Based Uncertainty in Regression Analysis" Econometrica (link: https://economics.mit.edu/sites/defa.../ECTA12675.pdf).
I can, however, not find a package in STATA that estimates these standard errors.
Does anyone here know how to obtain the Abadie, Athey, Imbens, and Wooldridge (2020) standard errors in STATA?
Thank you very much in advance,
Sam
