Deb, Norton, Wooldridge, Zabel (2026): This paper proposes a method to estimate treatment effects in difference-in-differences designs for repeated cross-section data in which the treatment start is staggered over time and treatment effects are heterogeneous by group, time, and observation-level covariates. We show that a linear-in-parameters regression specification with a sufficiently flexible functional form consisting of group-by-time treatment effects, two-way fixed effects, and interaction terms yields consistent estimates of heterogeneous treatment effects under general conditions. We illustrate the use of this flexible linear model estimated by OLS with covariates (X) – FLEX – with an empirical example.
flexdid: A Stata module for flexible estimation of difference-in-differences regression with staggered implementation. flexdid estimates average treatment effects on the treated (ATETs) in difference-in-differences designs with staggered implementation of treatment using a flexible linear model estimated by pooled OLS with covariates, (FLEX), as described in Deb et al. (2026). Use net install flexdid from your Stata command line (Stata 17 or higher).