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st: difference-in-difference


From   "Hans J. Baumgartner" <hbaumgartner@diw.de>
To   statalist@hsphsun2.harvard.edu
Subject   st: difference-in-difference
Date   Fri, 24 Jun 2005 15:11:00 +0200

Dear statalist,

I am trying to obtain the difference-in-difference estimator by using 
ttest. However, I got stocked somewhere half way. 

I ttested the difference in two groups. (see below). What I would like to 
do now is to check the difference of these two differences. Is there 
anyway to do this?`

. ttest gruppe11 = gruppe10, unpaired

Two-sample t test with equal variances

------------------------------------------------------------------------------
Variable |     Obs        Mean    Std. Err.   Std. Dev.   [95% Conf. 
Interval]
---------+--------------------------------------------------------------------
gruppe11 |      36    .4444444    .0839921    .5039526    .2739314 
.6149575
gruppe10 |     203    .4187192    .0347119    .4945689     .350275 
.4871634
---------+--------------------------------------------------------------------
combined |     239    .4225941    .0320194    .4950087    .3595164 
.4856719
---------+--------------------------------------------------------------------
    diff |            .0257252    .0896915               -.1509692 
.2024197
------------------------------------------------------------------------------
Degrees of freedom: 237

               Ho: mean(gruppe11) - mean(gruppe10) = diff = 0

     Ha: diff < 0               Ha: diff != 0              Ha: diff > 0
       t =   0.2868                t =   0.2868              t =   0.2868
   P < t =   0.6127          P > |t| =   0.7745          P > t =   0.3873

. ttest gruppe01 = gruppe00, unpaired

Two-sample t test with equal variances

------------------------------------------------------------------------------
Variable |     Obs        Mean    Std. Err.   Std. Dev.   [95% Conf. 
Interval]
---------+--------------------------------------------------------------------
gruppe01 |      57    .7017544    .0611344    .4615545    .5792875 
.8242213
gruppe00 |     285    .5017544    .0296694    .5008764    .4433546 
.5601541
---------+--------------------------------------------------------------------
combined |     342    .5350877    .0270098    .4994981     .481961 
.5882144
---------+--------------------------------------------------------------------
    diff |                  .2    .0717663                .0588382 
.3411618
------------------------------------------------------------------------------
Degrees of freedom: 340

               Ho: mean(gruppe01) - mean(gruppe00) = diff = 0

     Ha: diff < 0               Ha: diff != 0              Ha: diff > 0
       t =   2.7868                t =   2.7868              t =   2.7868
   P < t =   0.9972          P > |t| =   0.0056          P > t =   0.0028




++++++++++++++++++++++++++++++++
Hans J. Baumgartner
Dept. Public Economics
DIW Berlin
German Institut for Economic Research
phone: +49/30/89789-307
fax :      +49/30/89789-114
URL: www.diw.de
          www.hansbaumgartner.de
++++++++++++++++++++++++++++++++
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