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Difference-in-differences estimation using Stata

Joerg Luedicke
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Joerg Luedicke: StataCorp

German Stata Users' Group Meetings 2022 from Stata Users Group

Abstract: Difference-in-differences (DID) estimation has become a popular tool in the context of treatment-effects estimation and program evaluation. In this presentation, I will show how to use Stata’s didregress and xtdidregress commands to estimate treatment effects with repeated cross-sectional as well as panel data. I will also discuss a variety of methods for calculating cluster–robust standard errors when the number of clusters is small. Finally, I will show how to use diagnostic tools for checking the parallel-trends assumption, which is an identifying assumption of DID.

Date: 2022-06-10
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Citations: View citations in EconPapers (1)

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http://repec.org/dsug2022/germany22_luedicke.pdf presentation materials (application/pdf)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:dsug22:06

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