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re: Re: st: Differebnce-in-Difference and Stata
From
"Ariel Linden, DrPH" <[email protected]>
To
<[email protected]>
Subject
re: Re: st: Differebnce-in-Difference and Stata
Date
Wed, 8 May 2013 09:20:44 -0400
One of the papers that Austin refers you to below has been published, and I
believe it is slightly different than the earlier version in the link:
IDENTIFICATION AND INFERENCE IN NONLINEAR DIFFERENCE-IN-DIFFERENCES MODELS
BY SUSAN ATHEY AND GUIDO W. IMBENS Econometrica, Vol. 74, No. 2 (March,
2006), 431-497
Ariel
Date: Tue, 7 May 2013 17:12:37 -0400
From: Austin Nichols <[email protected]>
Subject: Re: st: Differebnce-in-Difference and Stata
James Bernard <[email protected]> :
Diff in diff is just a regression with appropriate interaction terms,
and in general you can put any kind of fixed effects in a count model
that you want to. As for diff in diff in a nonlinear model more
generally, the Statalist archives are full of relevant material e.g.
http://www.stata.com/statalist/archive/2009-09/msg00901.html
http://www.stata.com/statalist/archive/2012-02/msg00576.html
and read
http://ftp.iza.org/dp3478.pdf
http://kuznets.fas.harvard.edu/~athey/CIC.pdf
to aid thinking about what specific kind of effect you want to estimate.
On Tue, May 7, 2013 at 10:10 AM, James Bernard <[email protected]>
wrote:
> Hi all,
>
> There is a user written Stata command for Difference-in-Difference
> (DD) by: Villa, Juan M. 2011. DIFF: Stata Module to Perform
> Differences in Differences Estimation. Statistical Software
> Components. Boston College Department of Economics
>
> It seems like a nice and reliable command, but it is written for a
> linear model. I have two questions:
>
> 1- Can the logic of DD be applied to non-linear panel models (count
models)?
>
> 2- Does anyone know of a command for a non-linear DD?
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