Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: Difference-in-Differences and Panel Data - In search of an adequate regression
From
Barbara Engels <[email protected]>
To
[email protected]
Subject
st: Difference-in-Differences and Panel Data - In search of an adequate regression
Date
Wed, 2 Jan 2013 21:49:49 +0100
Dear Stata people,
I am currently working on a difference-in-differences model in its simplest form - treatment and control group, pre- and post-intervention period.
However, I got a large panel data set and I wonder what is the best way to estimate the DID in Stata to account for flaws like serial correlation.
Should I go for a simple
reg y x incl. interaction term, ROBUST
Or should I apply clustering?
Or even xtreg with fe?
Any help is greatly appreciated.
Thanks a lot, happy 2013!
Barbara
*
* 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/