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st: Quantile Difference-in-Difference

From   Arka Roy Chaudhuri <[email protected]>
To   [email protected]
Subject   st: Quantile Difference-in-Difference
Date   Tue, 19 Oct 2010 19:47:49 -0700


   I have a difference-in-difference setup and have got my estimates
at the mean. However I also wish to estimate the DID-estimator at each
quantile i.e I want to implement the QDID estimator as in Poterba,
Venti and Wise(1995), Meyer, Viscusi and Durbin(1995) and Athey and
Imbens(2006).Could somebody please advise me how to implement the QDID
estimator in Stata?Thanks


Arka Roy Chaudhuri
PhD Student
University of British Columbia
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