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


From   Stas Kolenikov <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Difference-in-Difference with N=4, missing std. errors
Date   Sun, 5 Dec 2010 10:37:33 -0600

That's a theory of linear models issue: you have 4 equations with 4
unknowns, so you consume all information in the sample; you don't have
any degrees of freedom to estimate variance of the error term in the
regression, and hence end up with no standard errors or F-tests.

On Sun, Dec 5, 2010 at 10:10 AM, Jennifer Maki
<jenanneharris@hotmail.com> wrote:
>
> 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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-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.

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