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Re: st: About difference in differences estimation

From   Maarten Buis <>
Subject   Re: st: About difference in differences estimation
Date   Mon, 17 Sep 2012 09:02:00 +0200

On Sun, Sep 16, 2012 at 7:17 AM, Lynn Lee wrote:
> When I write "diff var1,t(var2) p(year)" , Stata only gives me the
> difference in mean value between control and treatment groups in base year
> and follow-up year respectively. But what I need is how regressors
> contribute to difference in dependent variable.
> i.e.
> reg y1 x1 x2 x3
> reg y2 x1 x2 x3
> Then, I want to know whether x1 or x2 increases or decreases the difference
> between y1 and y2.
> What command I should use?

-diff- is user written, so, per the Statalist FAQ, you need to tell us
where you got this from. This is not a silly rule to trip up new
participants to the Statalist, but a friendly rule trying to help you
ask answerable questions. The problem is that there are often
different versions of user written software floating around in
cyberspace. If you do not tell us where you got it from, than there is
a real chance that we are talking about different commands, and that
is helping nobody.

Anyhow, a difference in difference estimator is just a fancy name
economists sometimes use for linear regression with an interaction
term. So that should be enough information if you want to estimate
your own difference in difference model without the aid of a user
written program.

-- Maarten

Maarten L. Buis
Reichpietschufer 50
10785 Berlin
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