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Re: st: Difference in Difference for Proportions


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Difference in Difference for Proportions
Date   Thu, 17 Sep 2009 17:26:12 -0400

Jeph--
Doesn't the interaction problem discussed in
http://www.stata-journal.com/sjpdf.html?articlenum=st0063
also rear its ugly head here?

Probably also have to be careful of SEs--if the total populations are
summed weights from a survey, significance will likely be overstated.

I'd probably go to -svy:tab- first in that case...

sysuse psidextract, clear
keep if t>5
set seed 1
g f=ceil(uniform()*1000)
egen pop=total(f), by(south t)
svyset [pw=f], strata(t)
egen gp=group(t south), lab
svy:tab gp union if t>5, row ci
lincom _b[p42]-_b[p22]-(_b[p32]-_b[p12])
g txsouth=t*south
egen y=total(union*f), by(gp)
bys gp: replace y=. if _n<_N
li y t south pop if y<.
binreg y t south txsouth, n(pop)
binreg union t south txsouth [pw=f]
logit union t south txsouth [pw=f]
findit inteff

On Thu, Sep 17, 2009 at 4:53 PM, Jeph Herrin <junk@spandrel.net> wrote:
> Not sure whether this helps you, but I would normally test this
> with an interaction term in a model. For instance
>
>  gen txsouth=t*south
>  binreg f t south txsouth, n(pop)
>
> Then testing the coefficient on -txsouth- is the same as
> testing whether there is a significant difference in differences.
>
> hth,
> Jeph
>
> Misha Spisok wrote:
>>
>> Hello, Statalist,
>>
>> In brief, how does one test a difference in difference of proportions?
>>  My question is re-stated briefly at the end with reference to the
>> variables I present.  A formula and/or reference would be appreciated
>> if no command exists.
>>

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