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  • xthdidregress vs csdid?

    Hello,

    Could somebody explain to me the differences between both commands? Also, is there a significant difference between csdid and csdid2? If so, how do I install csdid2?

    Appreciate the help.

    Thank you very much.

  • #2
    Code:
    clear all
    use https://www.stata-press.com/data/r18/akc
    
    xtset breed year
    
    ** Mundlack - Wooldridge 
    xthdidregress twfe (registered best) (movie), group(breed)
    jwdid registered best, ivar(breed) tvar(year) gvar(_did_cohort)
    
    ** CSDID
    xthdidregress aipw (registered best) (movie), group(breed)
    csdid registered best , ivar(breed) time(year) gvar(_did_cohort) method(drimp)

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    • #3
      The difference between csdid2 and Csdid its speed and more options to restrict aggregations
      for installation please visit my page. I will include a note on that in the GitHub repository too
      Xthdidregress it’s the stata official implementation. So it’s somewhere in between in terms of speed

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