Questions about synthetic control method (SCM) and synthetic difference-in-differences (SDiD)

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  • sdid

    Synthetic Difference in Differences for Stata

  • However, I then read about the -sdid- command based on Arkhangelsky et al., (2021, AER). I figured I should try this approach as well, thinking it would yield a similar synthetic control group and similar parameter estimate. However, the synthetic control group that -sdid- generated was much different - and, to my eye, worse - than the one -synth- generated. The parameter estimate here was 3 (instead of 1) and was way less precise (p-value of 0.4). As a further complication, when I used -didregress- on this sdid-generated data, I got very precise parameter estimates.

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