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You may find useful information on DiD (in particular: a helpful example) in http://www.stata.com/bookstore/mma.html, chap. 25.8
The do-file you want to look at is on http://cameron.econ.ucdavis.edu/mmabook/mmaprograms.html
"mma25p1treatment.do", with the data right next to it. I hope you know how to take it from there :-)
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected] [mailto:[email protected]] Im Auftrag von Riggieri, Alison C
Gesendet: Mittwoch, 4. März 2009 16:00
An: [email protected]
Betreff: st: DiD estimation versus fixed effects when T>2
I am attempting to take panel data (5 years, for all 50 states +DC) and determine a DiD estimation. I have four different treatment variables, all dummy variables.
My question is this: my adviser told me to to run "xtreg y x treatment 2002 2003 2004 2005, fe" to get a DiD estimation, but I'm not sure that is correct. He told me to just add dummy variables to the fixed effects regression.
Does that compute the DiD estimation or do I have to interact the treatment and the year?
thanks in advance,
Alison
--
PhD Student
School of Public Policy
Georgia Institute of Technology
Atlanta, GA
508-410-1931
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