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Re: st: Standard errors for difference-in-differences
From
Michael <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: Standard errors for difference-in-differences
Date
Thu, 20 Mar 2014 08:05:59 -0400
That's very helpful, Clyde. Thank you for the assistance and the clarification.
- Michael
> On Mar 19, 2014, at 10:45 AM, Clyde Schechter <[email protected]> wrote:
>
> the two time periods are obtained on the same people (or firms, or
> animals, or whatever) or whether these are two different cohorts. The
> solution I proposed will work in the latter case, but will be
> incorrect in the former.
>
> If the two time points provide longitudinal data on the same cohorts,
> then he should use:
>
> -mixed outcome i.predictor##i.time || id: -
>
> where id is an identifier for individual cohort members.
>
> Clyde Schechter
> Dept. of Family & Social Medicine
> Albert Einstein College of Medicine
> Bronx, NY, USA
>
>
>
> ---------- Forwarded message ----------
> From: Clyde Schechter <[email protected]>
> Date: Wed, Mar 19, 2014 at 7:35 AM
> Subject: Re: st: Standard errors for difference-in-differences
> To: [email protected]
>
>
> Michael Thiombendia is asking how to calculate the standard error for
> 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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