--- On Tue, 10/2/09, Richard Palmer-Jones wrote:
I want to calculate the standard error of the mean
"diffference in difference". I have samples from two
cohorts in each of two regions, one of which received
a treatment, and their respective years of education;
how to I calculate the standard error of the
difference in difference of the years of education?
Looks to me like an interaction effect:
The dummy for cohort tells you how much the average
education differs over cohorts, and you think that
this difference differs across regions, so the
interaction effect between cohort and region gives
you this difference in difference, and -regress- will
automatically give you the standard error.