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Re: st: Difference-in-Difference with N=4, missing std. errors
From
Steven Samuels <[email protected]>
To
[email protected]
Subject
Re: st: Difference-in-Difference with N=4, missing std. errors
Date
Sun, 5 Dec 2010 14:05:36 -0500
I should add: Any conclusion of the three d.f. analysis might be
wrong, because the within-country design and standard errors are
ignored.
Steve
[email protected]
On Dec 5, 2010, at 1:40 PM, Steven Samuels wrote:
A make-shift solution is to enter the original eight observations into
-reg- with an added country indicator. This will give standard errors
with three degrees of freedom.
On Dec 5, 2010, at 11:37 AM, Stas Kolenikov wrote:
That's a theory of linear models issue: you have 4 equations with 4
unknowns, so you consume all information in the sample; you don't have
any degrees of freedom to estimate variance of the error term in the
regression, and hence end up with no standard errors or F-tests.
On Sun, Dec 5, 2010 at 10:10 AM, Jennifer Maki
<[email protected]> wrote:
Statalist:I'm trying to use difference in differences to tease out
the effect of a policy change. I'm using country level data and
have yearly figures for both countries. I averaged them so that I
have a figure representing the 5-year average pre & post treatment
for both countries. leaving me with 4 observations. When I estimate
this using the regress command in Stata, the coefficient on the
interaction term is what I get when I calculate the difference in
difference by hand, but I don't get standard errors or p-values in
the output. Is there a way to get this information so that I can
present the statistical significance of my findings?
Thanks you,Jen
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--
Stas Kolenikov, also found at http://stas.kolenikov.name
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