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st: estimating treatment effect with panel censored data


From   marta marzi <martolinakiwi@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: estimating treatment effect with panel censored data
Date   Mon, 11 Apr 2011 00:58:42 +0100

Dear Statalist, 

I have a panel dataset and I am trying to estimate the treatment effect of a given intervention on the time allocation of the individuals to a number of activities using a diff and diff model:

Y=c+b(1)year1+b(2)year2+b(3)T+b(4)T+b(5)T*year1+b(6)T*year2+controls+ error

where year1 and year2 are dummy for the two post interventions waves, T is the the treatment dummy.


The time variables are censored at zero and I need to control for selection bias. I am thinking to use the command PANTOB to estimate tobit model with fixed effects. However, I am not sure on how to interpret the cross-term coefficient and how to compute the treatment effect.

Thank you

Marta Marzi



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