Stata Programs

tscb - Two-Stage Cluster Bootstrap Variance

Written with Damian Clarke. Stata implementation of the Two-Stage Cluster Bootstrap (TSCB) estimator described in Abadie et al (2023). These programs return standard errors for regression analysis of some outcome on a treatment of interest using either simple OLS, or fixed effects models, while accounting for clustering by group.

Note: Install in Stata typing: ssc install tscb

ccv - Causal Cluster Variance

Written with Damian Clarke. Stata implementation of the Causal Cluster Variance (CCV) estimator described in Abadie et al (2023). These programs return standard errors for regression analysis of some outcome on a treatment of interest using either simple OLS, or fixed effects models, while accounting for clustering by group.

Note: Install in Stata typing: ssc install ccv

sdid - Synthetic Difference-in-Differences

Written with Damian Clarke. This Stata package implements the synthetic difference-in-differences estimation procedure, along with a range of inference procedures, following Arkhangelsky et al., (2021). Here we provide a native Stata implementation, principally written in Mata. This package is currently under active development. You can see the latest version and some examples in my repo sdid.

Note: Install in Stata typing: ssc install sdid

recocl - Recodes municipality’s codes for Chile (CL)

Chile has changed his municipal code a couple of times. Currently, not all databases have the most current municipality code, therefore it is necessary to carry out a recoding of the municipality code for some municipalities in region I (Arica y Parinacota), VIII (Bío-Bío) and X (Los Ríos). This is exactly what recocl does.

Note: Install in Stata typing: ssc install recocl

grvar - Apply a non-constant growth rate to a variable

Calculate the future values of a variable from the initial value and a non-constant growth/decrease rate (e.g. inflation). It is useful when we want to fit a variable with a growth rate in a time serie or panel data.

Note: Install in Stata typing: ssc install grvar