MMM 2023 Conference

MMM 2023 concurrent paper session
University of Connecticut | 26–28 June 2023

Title:	Difference in differences: A methodological illustration
Presenter:	Meghan Cain, Senior Statistician, Communications, StataCorp
Date:	Wednesday, 28 June 2023
Time:	8:00–9:00 a.m.
Description:	Difference in differences (DID) is one of the most venerable causal inference methods used by researchers. DID estimates the average treatment effect on the treated group (ATET). This methodological illustration will cover the following topics: Theory Intuition for estimating treatment-effects Study design and data characteristics The model formulation Standard error considerations Estimation and interpretation The didregress command for repeated cross-sectional data The xtdidregress command for panel data Interpreting ATETs Diagnostics Parallel-trends and time-specific treatment-effects graphical diagnostics Granger-type and parallel-trends tests Robust methods Wild bootstrap p-values and confidence intervals Bias-corrected standard errors using the Bell–McCaffrey degrees-of-freedom adjustment ATET estimates and standard errors using the Donald–Lang method Demonstrations will use Stata; however, the knowledge gained in this illustration can be applied to any software.

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MMM 2023 concurrent paper session University of Connecticut | 26–28 June 2023

Meghan Cain

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MMM 2023 concurrent paper session
University of Connecticut | 26–28 June 2023