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From | "Lynn Lee" <lynn09v@gmail.com> |
To | <statalist@hsphsun2.harvard.edu> |
Subject | RE: st: About difference in differences estimation |
Date | Mon, 17 Sep 2012 15:21:51 +0800 |
I got this "diff" command in Stata11 by typing "help diff". The syntax is " diff outcome_var [if] [in] [weight] ,[ options]". Best Regards, Lynn Lee -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Maarten Buis Sent: Monday, September 17, 2012 3:02 PM To: statalist@hsphsun2.harvard.edu Subject: Re: st: About difference in differences estimation On Sun, Sep 16, 2012 at 7:17 AM, Lynn Lee wrote: > When I write "diff var1,t(var2) p(year)" , Stata only gives me the > difference in mean value between control and treatment groups in base > year and follow-up year respectively. But what I need is how > regressors contribute to difference in dependent variable. > > i.e. > reg y1 x1 x2 x3 > reg y2 x1 x2 x3 > Then, I want to know whether x1 or x2 increases or decreases the > difference between y1 and y2. > What command I should use? -diff- is user written, so, per the Statalist FAQ, you need to tell us where you got this from. This is not a silly rule to trip up new participants to the Statalist, but a friendly rule trying to help you ask answerable questions. The problem is that there are often different versions of user written software floating around in cyberspace. If you do not tell us where you got it from, than there is a real chance that we are talking about different commands, and that is helping nobody. Anyhow, a difference in difference estimator is just a fancy name economists sometimes use for linear regression with an interaction term. So that should be enough information if you want to estimate your own difference in difference model without the aid of a user written program. -- Maarten --------------------------------- Maarten L. Buis WZB Reichpietschufer 50 10785 Berlin Germany http://www.maartenbuis.nl --------------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/