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Estimating Difference-in-Differences in the Presence of Spillovers -- Algorithm in Stata, R and MATLAB
This project forked from damiancclarke/cdifdif
Estimating Difference-in-Differences in the Presence of Spillovers -- Algorithm in Stata, R and MATLAB
#------------------------------------------------------------------------------- README for cdifdif routines 2017-09-17 Damian Clarke [email protected] #------------------------------------------------------------------------------- This folder contains implementations of the Spillover-Robust Difference-in- Differences methodology described in Clarke (2017). These are provided for Stata MATLAB/Octave, and R (R version currently under construction). Individual progr- am files and documentation is available for each language in the respective sub- directory. Additional details related to theory and estimation are available in the paper at: https://sites.google.com/site/damiancclarke/research/Clarke_Spillovers.pdf Full replication code including an empirical application using the prorgram code in Stata is available in the example directory of this repository. In order to replicate the empirical example in Stata, the estdata_munic.dta.zip file should be unzipped, and then the resultsMunic.do file should be run, changing the loca- tion of the globals on lines 37 and 38 of this file. In order to replicate the simulation results from the paper, the program monteCarloSpill.m from the direc- tory "example/MonteCarlo" should be run in Matlab or Octave.
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