IDEAS home Printed from https://ideas.repec.org/p/pra/mprapa/43943.html
   My bibliography  Save this paper

Simplifying the estimation of difference in differences treatment effects with Stata

Author

Listed:
  • Villa, Juan M.

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).

Suggested Citation

  • Villa, Juan M., 2012. "Simplifying the estimation of difference in differences treatment effects with Stata," MPRA Paper 43943, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:43943
    as

    Download full text from publisher

    File URL: https://mpra.ub.uni-muenchen.de/43943/1/MPRA_paper_43943.pdf
    File Function: original version
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Card, David & Krueger, Alan B, 1994. "Minimum Wages and Employment: A Case Study of the Fast-Food Industry in New Jersey and Pennsylvania," American Economic Review, American Economic Association, vol. 84(4), pages 772-793, September.
    2. Meyer, Bruce D & Viscusi, W Kip & Durbin, David L, 1995. "Workers' Compensation and Injury Duration: Evidence from a Natural Experiment," American Economic Review, American Economic Association, vol. 85(3), pages 322-340, June.
    3. James J. Heckman & Hidehiko Ichimura & Petra E. Todd, 1997. "Matching As An Econometric Evaluation Estimator: Evidence from Evaluating a Job Training Programme," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 64(4), pages 605-654.
    4. James J. Heckman & Hidehiko Ichimura & Petra Todd, 1998. "Matching As An Econometric Evaluation Estimator," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 65(2), pages 261-294.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Henri Atangana Ondoa, 2017. "The effects of Heavily Indebted Poor Countries Initiative (HIPC) on access to safe drinking water," International Review of Public Administration, Taylor & Francis Journals, vol. 22(2), pages 107-122, April.
    2. Atangana Ondoa Henri, 2019. "Heavily indebted poor countries initiative (HIPC), debt relief, economic stability and economic growth in Africa," Economic Change and Restructuring, Springer, vol. 52(2), pages 89-121, May.
    3. Agovino, M. & Casaccia, M. & Crociata, A. & Sacco, P.L., 2019. "European Regional Development Fund and pro-environmental behaviour. The case of Italian separate waste collection," Socio-Economic Planning Sciences, Elsevier, vol. 65(C), pages 36-50.
    4. Jos? Aureliano Mart?n-Segura & Jos? Luis Navarro-Espigares & C?sar P?rez-L?pez & Guillermo Maraver-Tarifa, 2015. "Sustainable development as an opportunity for innovation in the management model of public organisations," ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT, FrancoAngeli Editore, vol. 2015(3), pages 19-45.
    5. Pr Henri Atangana Ondoa, 2018. "The effects of heavily indebted poor countries initiative (HIPC) on millennium development goals (MDGs) for education," Review of Social Economy, Taylor & Francis Journals, vol. 76(4), pages 453-479, October.
    6. Joachim Wagner & John P. Weche Geluebcke, 2013. "Credit Constraints, Foreign Ownership, and Foreign Takeovers in Germany," Working Paper Series in Economics 283, University of Lüneburg, Institute of Economics.
    7. Agyekum, Francis K. & Reddy, Krishna & Wallace, Damien & Wellalage, Nirosha H., 2022. "Does technological inclusion promote financial inclusion among SMEs? Evidence from South-East Asian (SEA) countries," Global Finance Journal, Elsevier, vol. 53(C).
    8. Roberto ESPOSTI, 2014. "To match, not to match, how to match: Estimating the farm-level impact of the CAP-first pillar reform (or: How to Apply Treatment-Effect Econometrics when the Real World is;a Mess)," Working Papers 403, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    9. Esposti, Roberto, 2015. "To match, not to matchm how to match: Estimating the farm-level impact of the 2005 CAP-first pillar reform," 2015 Conference, August 9-14, 2015, Milan, Italy 211625, International Association of Agricultural Economists.
    10. Navarro-Espigares, José Luis & Martín-Segura, José Aureliano & Pérez-López, César & Maraver-Tarifa, Guillermo, 2018. "Waste Management in the Spanish Municipalities: Is Commitment to Local Agenda 21 more than good Intentions?," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 40, pages 35-56.
    11. Crook, David R. & Robinson, Brian E. & Li, Ping, 2020. "The Impact of Snowstorms, Droughts and Locust Outbreaks on Livestock Production in Inner Mongolia: Anticipation and Adaptation to Environmental Shocks," Ecological Economics, Elsevier, vol. 177(C).
    12. Piotr Lewandowski & Agnieszka Kaminska, 2015. "The effects of minimum wage on a labour market with high temporary employment," IBS Working Papers 7/2015, Instytut Badan Strukturalnych.
    13. Deng, Kebin & Ge, Wenxia & He, Jing, 2021. "Inside debt and shadow banking," Journal of Corporate Finance, Elsevier, vol. 69(C).
    14. Annie Tubadji & Peter Nijkamp, 2016. "Six degrees of cultural diversity and R&D output efficiency," Letters in Spatial and Resource Sciences, Springer, vol. 9(3), pages 247-264, October.
    15. Marta Fraile, 2014. "Does deliberation contribute to decreasing the gender gap in knowledge?," European Union Politics, , vol. 15(3), pages 372-388, September.
    16. Ruth Marcela Aparicio, 2014. "Terms of trade and non-traditional exports: a microeconometric analysis," Investigación & Desarrollo 0714, Universidad Privada Boliviana, revised Nov 2014.
    17. Piia Pekola & Ismo Linnosmaa & Hennamari Mikkola, 2017. "Assessing the effects of price regulation and freedom of choice on quality: evidence from the physiotherapy market," Health Economics Review, Springer, vol. 7(1), pages 1-16, December.
    18. Joachim Wagner & John P. Weche Gelübcke, 2015. "Access to finance, foreign ownership and foreign takeovers in Germany," Applied Economics, Taylor & Francis Journals, vol. 47(29), pages 3092-3112, June.
    19. Bejaoui, Sayfeddine, 2013. "Evaluation des politiques de l'emploi : analyse théorique et micro-économétrique," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/13299 edited by Raffinot, Marc.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Nicolas R. Ziebarth & Martin Karlsson, 2014. "The Effects Of Expanding The Generosity Of The Statutory Sickness Insurance System," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(2), pages 208-230, March.
    2. Guido W. Imbens & Jeffrey M. Wooldridge, 2009. "Recent Developments in the Econometrics of Program Evaluation," Journal of Economic Literature, American Economic Association, vol. 47(1), pages 5-86, March.
    3. Gudibande, Rohan Ravindra & Jacob, Arun, 2020. "Minimum wages for domestic workers: impact evaluation of the Indian experience," World Development, Elsevier, vol. 130(C).
    4. Victor Chernozhukov & Kaspar Wüthrich & Yinchu Zhu, 2021. "An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 116(536), pages 1849-1864, October.
    5. Aydemir, Abdurrahman B. & Kırdar, Murat G., 2017. "Quasi-experimental impact estimates of immigrant labor supply shocks: The role of treatment and comparison group matching and relative skill composition," European Economic Review, Elsevier, vol. 98(C), pages 282-315.
    6. Ferraro, Paul J. & Miranda, Juan José, 2014. "The performance of non-experimental designs in the evaluation of environmental programs: A design-replication study using a large-scale randomized experiment as a benchmark," Journal of Economic Behavior & Organization, Elsevier, vol. 107(PA), pages 344-365.
    7. Susan Athey & Guido W. Imbens, 2006. "Identification and Inference in Nonlinear Difference-in-Differences Models," Econometrica, Econometric Society, vol. 74(2), pages 431-497, March.
    8. Herrero Prieto, Luis César, 2009. "La investigación en economía de la cultura en España: un estudio bibliométrico/Research in Cultural Economics in Spain: A Bibliometric Study," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 27, pages 35-62, Abril.
    9. Tom Kemeny & Maryann Feldman & Frank Ethridge & Ted Zoller, 2016. "The economic value of local social networks," Journal of Economic Geography, Oxford University Press, vol. 16(5), pages 1101-1122.
    10. Dalia Ghanem & Pedro H. C. Sant'Anna & Kaspar Wuthrich, 2022. "Selection and parallel trends," Papers 2203.09001, arXiv.org, revised Mar 2024.
    11. Tang, Zhipeng & Yu, Haojie & Zou, Jialing, 2023. "Neighbor impacts of environmental regulation: The case of low-carbon pilot program in China," Energy, Elsevier, vol. 276(C).
    12. Erlend E. Bø & Joel Slemrod & Thor O. Thoresen, 2015. "Taxes on the Internet: Deterrence Effects of Public Disclosure," American Economic Journal: Economic Policy, American Economic Association, vol. 7(1), pages 36-62, February.
    13. Andrea Pufahl & Christoph R. Weiss, 2009. "Evaluating the effects of farm programmes: results from propensity score matching," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 36(1), pages 79-101, March.
    14. John Bound & Michael F. Lovenheim & Sarah Turner, 2010. "Why Have College Completion Rates Declined? An Analysis of Changing Student Preparation and Collegiate Resources," American Economic Journal: Applied Economics, American Economic Association, vol. 2(3), pages 129-157, July.
    15. Daniel Gilligan & John Hoddinott & Alemayehu Seyoum Taffesse, 2009. "The Impact of Ethiopia's Productive Safety Net Programme and its Linkages," Journal of Development Studies, Taylor & Francis Journals, vol. 45(10), pages 1684-1706.
    16. Barbara Sianesi, 2002. "Swedish active labour market programmes in the 1990s: overall effectiveness and differential performance," IFS Working Papers W02/03, Institute for Fiscal Studies.
    17. Slottje, Daniel J. & Millimet, Daniel L. & Buchanan, Michael J., 2007. "Econometric analysis of copyrights," Journal of Econometrics, Elsevier, vol. 139(2), pages 303-317, August.
    18. Islam, Asadul & Nguyen, Chau & Smyth, Russell, 2015. "Does microfinance change informal lending in village economies? Evidence from Bangladesh," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 141-156.
    19. Ramírez-Álvarez, Aurora Alejandra, 2019. "Land titling and its effect on the allocation of public goods: Evidence from Mexico," World Development, Elsevier, vol. 124(C), pages 1-1.
    20. Hämäläinen, Kari & Ollikainen, Virve, 2004. "Differential Effects of Active Labour Market Programmes in the Early Stages of Young People's Unemployment," Research Reports 115, VATT Institute for Economic Research.

    More about this item

    Keywords

    Difference in differences; causal inference; kernel propensity score; quantile treatment effects; quasi-experiments;
    All these keywords.

    JEL classification:

    • B23 - Schools of Economic Thought and Methodology - - History of Economic Thought since 1925 - - - Econometrics; Quantitative and Mathematical Studies
    • C87 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Econometric Software
    • C01 - Mathematical and Quantitative Methods - - General - - - Econometrics

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:pra:mprapa:43943. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Joachim Winter (email available below). General contact details of provider: https://edirc.repec.org/data/vfmunde.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.