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st: Diff-in-Diff Question

From   "Scott Holupka" <>
To   <>
Subject   st: Diff-in-Diff Question
Date   Fri, 26 Apr 2013 10:37:13 -0400

Fellow Statausers:

I have a question about analyzing some panel data using
difference-in-difference estimates.

Assume I have a panel dataset where:

Tr = treatment variable
Tm = time variable (0=baseline)
Covl = list of covariates
id = case id

I can compute difference-in-difference estimates using the model:

1. reg outcome tr tm `covl'

I next want to estimate a difference-in-difference model using kernel
propensity score matching.  For this I first estimate the propensity model
using the user-written program PSMATCH2:

2. psmatch2 tr `covl' if panel==0, kernel

But I'm not sure how to use the output from (2), the weight variable, in my
difference-in-difference regression.

Please note that I've used the user-written program DIFF to compute (1) and
it gives me identical results.  DIFF also computes kernel matched
difference-in-difference scores.  However I want to add a 3-way interaction
to my models which DIFF does not handle which is why I cannot rely on just
the DIFF program.

Any help would be greatly appreciated.

Scott Holupka

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