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st: Diff-in-diff of panel data in multi-periods
From
"Heekyung \"Hellen\" Kim" <[email protected]>
To
<[email protected]>
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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