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Re: st: Difference in Difference for Proportions

From   Jeph Herrin <>
Subject   Re: st: Difference in Difference for Proportions
Date   Fri, 18 Sep 2009 10:00:13 -0400

Thanks Austin,

Yes, I should have specified the -rd- option, I meant
the linear link function. I've become a fan of using
binary (and binomial) linear regression for testing


Austin Nichols wrote:
Doesn't the interaction problem discussed in
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 <> 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.


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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