MMM 2023 Conference

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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.

View the program here

Meghan Cain

Meghan Cain is the Assistant Director, Educational Services at StataCorp LLC. She earned her PhD in quantitative psychology from the University of Notre Dame, where her research focused on structural equation modeling, multilevel modeling, and Bayesian statistics. At Stata, she oversees the development of statistical trainings and webinars, creates videos for the Stata YouTube channel, and reviews Stata Press books.

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

Meghan Cain

PDF flyers

Introduction to Stata

Features

Resources

Stata Press

Stata Journal

Supplementary materials

We use cookies

Privacy policy

Required cookies

Advertising and performance cookies

Stata/MP4 Annual License (download)

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

Meghan Cain

PDF flyers

Introduction to Stata

Features

Resources

Stata Press

Stata Journal

Supplementary materials

We use cookies

Privacy policy

Required cookies

Advertising and performance cookies

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