Simplifying the estimation of difference in differences treatment effects with Stata

Villa, Juan M. (2012): Simplifying the estimation of difference in differences treatment effects with Stata.

Abstract

This paper explains the insights of the Stata's user written command diff for the estimation of Difference in Differences treatment effects (DID). The options and the formulas are detailed for the single DID, Kernel Propensity Score DID, Quantile DID and the balancing properties . An example of the features of diff is presented by using the dataset from Card and Krueger (1994).

• Item Type: MPRA Paper
• Language: English
• Keywords: Difference in differences, causal inference, kernel propensity score, quantile treatment effects, quasi-experiments
• Subjects: B - History of Economic Thought, Methodology, and Heterodox Approaches > B2 - History of Economic Thought since 1925 > B23 - Econometrics ; Quantitative and Mathematical Studies; C - Mathematical and Quantitative Methods > C8 - Data Collection and Data Estimation Methodology ; Computer Programs > C87 - Econometric Software; C - Mathematical and Quantitative Methods > C0 - General > C01 - Econometrics

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