Estimation, inference, and diagnostics for difference in differences

Enrique Pinzón
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Enrique Pinzón: StataCorp

2021 Stata Conference from Stata Users Group

Abstract: Stata 17 introduced two commands to fit difference-in-differences (DID) and difference-in-differences-in-differences (DDD) models. One of the commands is applicable to repeated cross-sectional data, didregress, and the other to panel/longitudinal data, xtdidregress. I will talk briefly about the theory behind DID and DDD models and then show how to fit the models by using the new commands. I will spend some time discussing the standard errors that are appropriate to use in different scenarios. I also discuss graphical diagnostics and tests that are relevant for DID and DDD specifications. Finally, I discuss new areas of development in the DID literature.

Date: 2021-08-07
New Economics Papers: this item is included in nep-isf
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http://fmwww.bc.edu/repec/scon2021/US21_Pinzon.pdf

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Persistent link: https://EconPapers.repec.org/RePEc:boc:scon21:12

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