Hans - This sounds like an ANOVA interaction. If you can get your data into
"long" form, you can do an ANOVA with a command such as
anova y fac1 fac2 fac1*fac2
where y is the dependent variable, fac1 is the first index of your group and
fac2 is the second index.
I looks as though your data is in "wide' form, so you probably have to
"reshape" it.
Al Feiveson
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Hans J.
Baumgartner
Sent: Friday, June 24, 2005 8:11 AM
To: [email protected]
Subject: st: difference-in-difference
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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