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Estimation, inference, and diagnostics for difference in differences

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  • Enrique Pinzón

    (StataCorp)

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.

Suggested Citation

  • Enrique Pinzón, 2021. "Estimation, inference, and diagnostics for difference in differences," 2021 Stata Conference 12, Stata Users Group.
    • Handle: RePEc:boc:scon21:12
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    File URL: http://fmwww.bc.edu/repec/scon2021/US21_Pinzon.pdf
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