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From | Michael Thiombendia <michael.thiombendia@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: Standard errors for difference-in-differences |
Date | Tue, 18 Mar 2014 21:59:46 -0400 |
Dear Colleagues, I'm a relative novice, and I'm interested in calculating the standard error on a difference-in-differences calculation. I have two categories (Treatment and Control) and two means (Year 1 and Year 2) for each. I've calculated the standard errors on the differences for Treatment and for Control using -ttest-, but I haven't been able to figure out what approach and command I should use for calculating the standard error on the difference-in-differences ((A-B) - (C-D)). The independent variable is categorical, and the dependent variable is a normally distributed interval variable. Year 1 Year 2 Diff Treatment A B (A-B) Control C D (C-D) Diff in Diff: (A-B) - (C-D) Any advice would be greatly appreciated. Thanks, Michael * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/