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st: Diff-in-diff of panel data in multi-periods


From   "Heekyung \"Hellen\" Kim" <hekim@mit.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Diff-in-diff of panel data in multi-periods
Date   Mon, 31 Oct 2011 10:02:50 -0400

I am using a diff-in-diff method for panel data.  Is the following the right
specification?

treat is a binary; 1 for treated period and treated samples and 0 otherwise
after_treat is a binary; 1 for the period after treatment year, 0 for the
period before treatment year
group: individual samples were in different groups.


gen txa=treat * after_treat

xtreg y treat after_treat txa i.year i.group

Is this right?

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