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st: Difference-in-Difference with N=4, missing std. errors


From   Jennifer Maki <jenanneharris@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Difference-in-Difference with N=4, missing std. errors
Date   Sun, 5 Dec 2010 09:10:08 -0700

Statalist:I'm trying to use difference in differences to tease out the effect of a policy change.  I'm using country level data and have yearly figures for both countries.  I averaged them so that I have a figure representing the 5-year average pre & post treatment for both countries. leaving me with 4 observations.  When I estimate this using the regress command in Stata, the coefficient on the interaction term is what I get when I calculate the difference in difference by hand, but I don't get standard errors or p-values in the output.  Is there a way to get this information so that I  can present the statistical significance of my findings?
Thanks you,Jen 		 	   		  
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