Differences-in-differences in Stata 17

Enrique Pinzon
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Enrique Pinzon: StataCorp

London Stata Conference 2021 from Stata Users Group

Abstract: Stata 17 introduced two commands to fit difference-in-differences (DID) models and difference-in-difference-in-differences (DDD) models. One of the commands, didregress, is for repeated cross-section models, and the other command, xtdidregress, is for longitudinal or panel data. In this presentation, I will briefly talk about the theory of DID and DDD, and then there will be a practical application about how to fit the models using the new commands. Likewise, some aspects related to standard errors that are appropriate under different scenarios will be addressed. Graphical diagnostics and tests relevant to the DID and DDD specifications, as well as new areas of development in the DID literature, will also be discussed.

Date: 2021-09-12
New Economics Papers: this item is included in nep-isf
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http://fmwww.bc.edu/repec/usug2021/usug21_pinzon.pdf presentation materials (application/pdf)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:usug21:21

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