AEA Papers and Proceedings
ISSN 2574-0768 (Print) | ISSN 2574-0776 (Online)
Nonlinear Difference-in-Differences with Repeated Cross Sections
AEA Papers and Proceedings
(pp. 75–80)
Abstract
I show how to extend to repeated cross sections the nonlinear difference-in-differences estimators with panel data for staggered interventions in Wooldridge (2023). Implementation of pooled quasi-maximum likelihood is straightforward for both lags only and leads and lags (event study) estimators. Leading cases are logit, fractional logit, and Poisson regression. The average treatment effects on the treated can be aggregated by exposure time, with simple computational tricks making robust or clustered standard errors easy to obtain. One can easily include cohort specific trends when the key parallel trends assumption appears to be violated.Citation
Wooldridge, Jeffrey M. 2026. "Nonlinear Difference-in-Differences with Repeated Cross Sections." AEA Papers and Proceedings 116: 75–80. DOI: 10.1257/pandp.20261111Additional Materials
JEL Classification
- C21 Single Equation Models; Single Variables: Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions
- C23 Single Equation Models; Single Variables: Panel Data Models; Spatio-temporal Models
- C51 Model Construction and Estimation