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Re: st: Difference in Difference vs. Fixed Effects
From
"Sebastian Beil (dienstlich)" <[email protected]>
To
"Stata List" <[email protected]>
Subject
Re: st: Difference in Difference vs. Fixed Effects
Date
4 Oct 2013 10:24:15 +0200
Hello Jörg,
if you need a reference you can look up chapter 4 of
Andreß/Golsch/Schmidt (2013): Applied Panel Data Analysis for Economic
and Social Surveys. Springer. They compare pooled OLS, First Differences
and FE-Models.
The problem with pooled OLS is that it uses the between variance, even
when you use the cluster option (which does NOT control for all the
serial correlation). The other models use the within-variance only.
Hope this helps,
Sebastian
--
Sebastian Beil, M.A.
Wissenschaftlicher Mitarbeiter
Lehrstuhl für empirische Sozialforschung
Ruhr-Universität Bochum
Fakultät für Sozialwissenschaft
Universitätsstr. 150
D-44780 Bochum
Raum: GB 1/32
Tel.: +49 (0)234 32 - 27791
e-mail: [email protected]
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