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Re: st: Standard errors for difference-in-differences


From   Clyde Schechter <[email protected]>
To   [email protected]
Subject   Re: st: Standard errors for difference-in-differences
Date   Wed, 19 Mar 2014 07:35:40 -0700

a difference in differences.  He has a normally distributed interval
outcome variable and a categorical predictor measured at two time
points.

The simplest way to do this is probably:

-regress outcome i.predictor##i.time-

The coefficient of the interaction term in the output will be the mean
difference in differences, and the standard error he seeks will appear
right next to it.

Hope this helps.

Clyde Schechter
Department of Family & Social Medicine
Albert Einstein College of Medicine
Bronx, NY, USA
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