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RE: st: About difference in differences estimation


From   "Lynn Lee" <lynn09v@gmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: About difference in differences estimation
Date   Mon, 17 Sep 2012 15:21:51 +0800

I got this "diff" command in Stata11 by typing "help diff". The syntax is "
diff outcome_var [if] [in] [weight] ,[ options]".  

Best Regards,
Lynn Lee

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Maarten Buis
Sent: Monday, September 17, 2012 3:02 PM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: About difference in differences estimation

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
WZB
Reichpietschufer 50
10785 Berlin
Germany

http://www.maartenbuis.nl
---------------------------------
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