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Re: st: Difference-in-Difference and matching using -diff


From   njcoxstata@gmail.com
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Difference-in-Difference and matching using -diff
Date   Thu, 20 Jun 2013 18:25:25 +0100

Note that -diff- was published on SSC. 

Nick
njcoxstata@gmail.com

On 20 Jun 2013, at 16:09, "Ariel Linden, DrPH" <ariel.linden@gmail.com> wrote:

> While -diff- (findit diff) performs d-i-d, you can easily do that yourself
> with -regress- and -margins-. Moreover, you can perform the matching (or
> weighting) prior to estimating the d-i-d estimator on your own. These are
> straightforward activities that allow you to know exactly what is being
> done. 
> 
> This seems to be the best answer to you, if you don't "trust" the -diff-
> command to do it for you.
> 
> Personally, I would perform all these analyses manually, to ensure that it
> meets my standards. For example, I may want to test several different
> "matching" approaches to determine which one is best (according to
> predefined criteria, such as standardized differences or density overlap,
> retainment of sample size, etc.). 
> 
> Ariel
> 
> Date: Wed, 19 Jun 2013 19:32:38 +0800
> From: James Bernard <jamesstatalist@gmail.com>
> Subject: Re: st: Difference-in-Difference and matching using -diff
> 
> Sorry for this. I never realized that there is such thing
> 
> - -diff comes from SJ:   http://ideas.repec.org/p/pra/mprapa/43943.html
> 
> so is -psocre. It is from SJ :
> http://www.stata-journal.com/sjpdf.html?articlenum=st0026
> 
> Thanks,
> James
> 
> 
> 
> On Wed, Jun 19, 2013 at 7:02 PM, Nick Cox <njcoxstata@gmail.com> wrote:
>> Although you have very recently had a reminder of our practices you
>> still persist in not explaining where user-written programs come from.
>> -pscore- and -diff- both need to be explained. Suggested forms are
>> given at
>> 
>> http://www.stata.com/support/faqs/resources/statalist-faq/#stata
>> 
>> Many people are lax on this, but that is no reason for you to ignore a
>> longstanding request.
>> 
>> Nick
>> njcoxstata@gmail.com
>> 
>> 
>> On 19 June 2013 11:38, James Bernard <jamesstatalist@gmail.com> wrote:
>> 
>>> the user-written command -diff seems like a panacea for all the
>>> problems one may face in doing propensity score matching and
>>> difference-in-difference. It is fairly simple to implement and there
>>> are enough options to work with.
>>> 
>>> A good difference-in-difference analysis involves matching of the
>>> control and treatment groups, so that they are very similar in every
>>> possible way, except receiving the treatment. Matching is often done
>>> via propensity score matching (-pscore) etc.
>>> 
>>> I would like to know if any of you have used this command. How
>>> reliable is it? Can I truly say that I did propensity score matching
>>> and then did difference-in-difference by just running diff and
>>> supplying it with control variables.
>> *
> 
> 
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