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From |
Steven Samuels <sjsamuels@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Sun, 5 Dec 2010 13:40:28 -0500 |

On Dec 5, 2010, at 11:37 AM, Stas Kolenikov wrote: 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 outthe effect of a policy change. I'm using country level data andhave yearly figures for both countries. I averaged them so that Ihave a figure representing the 5-year average pre & post treatmentfor both countries. leaving me with 4 observations. When I estimatethis using the regress command in Stata, the coefficient on theinteraction term is what I get when I calculate the difference indifference by hand, but I don't get standard errors or p-values inthe output. Is there a way to get this information so that I canpresent the statistical significance of my findings?Thanks you,Jen * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

-- Stas Kolenikov, also found at http://stas.kolenikov.name Small print: I use this email account for mailing lists only. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Difference-in-Difference with N=4, missing std. errors***From:*Steven Samuels <sjsamuels@gmail.com>

**References**:**st: Difference-in-Difference with N=4, missing std. errors***From:*Jennifer Maki <jenanneharris@hotmail.com>

**Re: st: Difference-in-Difference with N=4, missing std. errors***From:*Stas Kolenikov <skolenik@gmail.com>

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