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Re: st: Stanard Error for Difference in Difference cross-tabulation


From   Steven Samuels <sjhsamuels@earthlink.net>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Stanard Error for Difference in Difference cross-tabulation
Date   Thu, 12 Feb 2009 09:45:48 -0500

0.503 looks like the right number Richard. But I'd like to know more: What was the study design which gave 2,698 observations in 1999? If it is sample survey, you should be using Stata's survey commands.


-Steve
On Feb 12, 2009, at 6:27 AM, Richard Palmer-Jones wrote:

Thanks for the replies, and sorry not to have been clearer and the
delay in responding (student strike!)

the variables are:
label yearsedn  "years of education" // cross section in 1999
gen old = born >= 1956 & born <= 1961
gen young = born >- 1970 & born <= 1975
gen highintensity = state >= 5 & state <= 19 // states 1 -4 = low intensity label highintensity "high primary school funding in 1976-81" // (i.e. treated)
gen young_high  = highintensity * young

* Maarten suggests
. reg yearsedn young highintensity young_high if young | old

Source | SS df MS Number of obs = 2698 -------------+------------------------------ F( 3, 2694) = 115.81 Model | 8584.36711 3 2861.4557 Prob > F = 0.0000 Residual | 66562.2808 2694 24.7076024 R- squared = 0.1142 -------------+------------------------------ Adj R- squared = 0.1132 Total | 75146.6479 2697 27.8630508 Root MSE = 4.9707

---------------------------------------------------------------------- -------- yearsedn | Coef. Std. Err. t P>|t| [95% Conf. Interval] ------------- +---------------------------------------------------------------- young | 2.286417 .4506203 5.07 0.000 1.40282 3.170013 highintens~y | -3.533677 .3945928 -8.96 0.000 -4.307412 -2.759941 young_high | .7222411 .503475 1.43 0.152 -. 2649952 1.709477 _cons | 6.118812 .3497354 17.50 0.000 5.433035 6.804589 ---------------------------------------------------------------------- --------

I want a table with mean and standard errors of years of education
where the Xs are in the following table, and the marginal differences

                      young
                      0                1             difference
_______________________________________
lo             |       X         |          X      |       X
high          |       X        |          X      |        X
_______________________________________
difference  |       X         |        X         |     X

The row and column Xs can be filled in from calcuations of means (e.g
in ttest), except for the bottom right X

Maarten's suggestion is that the appropriate se is 0.503

Thanks for further help

RIchard





On Tue, Feb 10, 2009 at 5:18 PM, Steven Samuels
<sjhsamuels@earthlink.net> wrote:
While I agree with Maarten about the analysis procedure, I am unclear about the design- does "one of which" in your description refer to region or to cohort? Was there a treated cohort and a non-treated cohort within each region? Or, were there two cohorts within each region, but with treatment differing between region? Do you have a before/after differences , or are
all comparisons cross-sectional?

Please lay out in more detail the design of the study

-Steve


--- On Tue, 10/2/09, Richard Palmer-Jones wrote:

I want to calculate the standard error of the mean
"diffference in difference". I have samples from two
cohorts in each of two regions, one of which received
a treatment, and their respective years of education;
how to I calculate the standard error of the
difference in difference of the years of education?

Looks to me like an interaction effect:
The dummy for cohort tells you how much the average
education differs over cohorts, and you think that
this difference differs across regions, so the
interaction effect between cohort and region gives
you this difference in difference, and -regress- will
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