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Re: st: Standard errors for difference-in-differences


From   Michael <[email protected]>
To   "[email protected]" <[email protected]>
Subject   Re: st: Standard errors for difference-in-differences
Date   Thu, 20 Mar 2014 08:05:59 -0400

That's very helpful, Clyde. Thank you for the assistance and the clarification. 

- Michael 



> On Mar 19, 2014, at 10:45 AM, Clyde Schechter <[email protected]> wrote:
> 
> the two time periods are obtained on the same people (or firms, or
> animals, or whatever) or whether these are two different cohorts.  The
> solution I proposed will work in the latter case, but will be
> incorrect in the former.
> 
> If the two time points provide longitudinal data on the same cohorts,
> then he should use:
> 
> -mixed outcome i.predictor##i.time || id: -
> 
> where id is an identifier for individual cohort members.
> 
> Clyde Schechter
> Dept. of Family & Social Medicine
> Albert Einstein College of Medicine
> Bronx, NY, USA
> 
> 
> 
> ---------- Forwarded message ----------
> From: Clyde Schechter <[email protected]>
> Date: Wed, Mar 19, 2014 at 7:35 AM
> Subject: Re: st: Standard errors for difference-in-differences
> To: [email protected]
> 
> 
> Michael Thiombendia is asking how to calculate the standard error for
> a difference in differences.  He has a normally distributed interval
> outcome variable and a categorical predictor measured at two time
> points.
> 
> The simplest way to do this is probably:
> 
> -regress outcome i.predictor##i.time-
> 
> The coefficient of the interaction term in the output will be the mean
> difference in differences, and the standard error he seeks will appear
> right next to it.
> 
> Hope this helps.
> 
> Clyde Schechter
> Department of Family & Social Medicine
> Albert Einstein College of Medicine
> Bronx, NY, USA
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