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From |
Chris Rohlfs <car@uchicago.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: difference-in-difference |

Date |
Fri, 24 Jun 2005 09:55:52 -0500 (CDT) |

Hans,

This is generally done using a regression. I'm not quite sure what the format of your data is from this output, but let's say that you reshape the data into "long" format, so that you have two dummy variables:

post - equals 1 if the observation is in the post period & 0 otherwise.

treatment - equals 1 if the observation is in the treatment group and zero otherwise.

Then do:

gen pt = post*treatment

reg gruppe pt post treatment

The coefficient on pt is the difference-in-difference estimator. The t-statistic on that regression coefficient is the t-test for equality of the differences.

Chris

On Fri, 24 Jun 2005, Hans J. Baumgartner wrote:

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 ++++++++++++++++++++++++++++++++ * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

* * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: difference-in-difference***From:*"Hans J. Baumgartner" <hbaumgartner@diw.de>

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