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st: how to get confidence intervals of the DD estimate in a difference-in-difference model with log link function


From   "Li, Rui (CDC/ONDIEH/NCCDPHP)" <eok8@cdc.gov>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: how to get confidence intervals of the DD estimate in a difference-in-difference model with log link function
Date   Wed, 19 Oct 2011 20:15:04 +0000

Hi All,

I am doing a difference-in-difference model. Because my dependent variable is cost and the distribution is skewed, I used log link function with gamma distribution. I cannot get the difference-in-difference estimates directly by using the coefficients and standard errors of the interaction term (treatment*post) as in the OLS model. 
 
Currently I got the DD estimate by predict the P from the log link function then calculate [Mean(post,treatmen)-Mean(pre,treatment)] -[mean(post,control)-mean (pre,control)]. Is this the correct way to get the DD estimate? How can I get confidence intervals and standard errors of the DD estimate?
 
BTW, is there any command to get the standard error of the Mean(post,treatmen)-Mean(pre,treatment) and mean(post,control)-mean (pre,control) automatically?
 
Thanks!
 
Rui


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