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st: Difference-in-Difference of Binary Outcomes with Margins
From
Jonathan Stoeterau <[email protected]>
To
[email protected]
Subject
st: Difference-in-Difference of Binary Outcomes with Margins
Date
Fri, 28 Sep 2012 15:41:36 +0200
Dear Statalist,
to reassure my correct understanding of the interpretation of
interaction effects with binary outcome variables:
I have a panel of three institutions from 2008-2012. Reforms where
undertaken at different times in these institutions.
The outcome variable is a job-finding dummy of individuals from these
institutions.
To get the Difference-in-Difference Estimator of the effect of reforms
on the probability of finding a job I used a logit approach:
. logit employed i.reform i.year covars, robust
. margins reform##year, atmeans
(Where reform is a dummy variable and year a categorial variable)
Which will get me:
| Delta-method
| Margin Std. Err. z P>|z| [95% Conf. Interval]
--------------------------------------------------------
q1_reform
0 .0346368 .0125651 2.76 0.006 .0100096 .059264
1 .2882842 .0566586 5.09 0.000 .1772354 .399333
--------------------------------------------------------
q1_year
2011 .0372282 .0142733 2.61 0.009 .0092531 .0652033
2012 .1824044 .0214199 8.52 0.000 .1404222 .2243867
--------------------------------------------------------
q1_reform#
q1_year
0 2011 .0099831 .0068771 1.45 0.147 -.0034958 .023462
0 2012 .0549811 .0148792 3.70 0.000 .0258185 .0841437
1 2011 .1022044 .0249878 4.09 0.000 .0532292 .1511795
1 2012 .3964308 .0921924 4.30 0.000 .215737 .5771245
Which of these coefficients identifies the effect of the reforms? And
what is the correct way of interpreting it?
In advance: Thank you for your help. I was trying to googling this out
for a long while...
Jonathan
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