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Staggered Difference-in-Differences

Staggered Difference-in-Differences is a generalisation of DID for panel designs in which treatment is rolled out to different groups at different times. Introduced in the modern form by Callaway and Sant'Anna (2021) and Sun and Abraham (2021), it corrects the bias that classical two-way fixed-effects (TWFE) estimators suffer when treatment effects are heterogeneous across cohorts and over time.

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Staggered Difference-in-Differences (Callaway-Sant'Anna / Sun-Abraham Estimators)

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