fect for STATA

A Practical Guide to Counterfactual Estimators for Causal Inference with Time-Series Cross-Sectional Data

Authors: Licheng Liu (MIT); Ye Wang (NYU); Yiqing Xu (Stanford); Ziyi Liu (Uchicago); Shijian Liu (Duke)

Maintainer: Yiqing Xu [yiqingxu@stanford.edu]

Installation

As pre-requisites, the reghdfe package and _gwtmean package need to be installed.

. ssc install reghdfe, replace
. ssc install _gwtmean, replace

To install the fect package with Stata v14 or greater

. cap ado uninstall fect //in-case already installed
. net install fect, from(https://raw.githubusercontent.com/xuyiqing/fect_stata/master/) replace

If the above link is unaccessible for your device, use the "Download Zip" button above, unzip it to a local directory, and then replace the above net install with

. net install fect, from(full_local_path_to_files) replace

How to use

Examples

Reference: "A Practical Guide to Counterfactual Estimators for Causal Inference with Time-Series Cross-Sectional Data" Available at SSRN: https://papers.ssrn.com/abstract=3555463