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st: Standard errors for difference-in-differences
From
Michael Thiombendia <[email protected]>
To
[email protected]
Subject
st: Standard errors for difference-in-differences
Date
Tue, 18 Mar 2014 21:59:46 -0400
Dear Colleagues,
I'm a relative novice, and I'm interested in calculating the standard
error on a difference-in-differences calculation. I have two
categories (Treatment and Control) and two means (Year 1 and Year 2)
for each. I've calculated the standard errors on the differences for
Treatment and for Control using -ttest-, but I haven't been able to
figure out what approach and command I should use for calculating the
standard error on the difference-in-differences ((A-B) - (C-D)). The
independent variable is categorical, and the dependent variable is a
normally distributed interval variable.
Year 1 Year 2
Diff
Treatment A B
(A-B)
Control C D
(C-D)
Diff
in Diff: (A-B) - (C-D)
Any advice would be greatly appreciated.
Thanks,
Michael
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