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Simplifying the estimation of difference in differences treatment effects with Stata

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  • 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).

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File URL: http://mpra.ub.uni-muenchen.de/43943/
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Bibliographic Info

Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 43943.

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Date of creation: Nov 2012
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Handle: RePEc:pra:mprapa:43943

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Keywords: Difference in differences; causal inference; kernel propensity score; quantile treatment effects; quasi-experiments;

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  1. Bruce D. Meyer & W. Kip Viscusi & David L. Durbin, 1990. "Workers' Compensation and Injury Duration: Evidence from a Natural Experiment," NBER Working Papers 3494, National Bureau of Economic Research, Inc.
  2. David Card & Alan Krueger, 1993. "Minimum Wages and Employment: A Case Study of the Fast Food Industry in New Jersey and Pennsylvania," Working Papers 694, Princeton University, Department of Economics, Industrial Relations Section..
  3. Heckman, James J & Ichimura, Hidehiko & Todd, Petra, 1998. "Matching as an Econometric Evaluation Estimator," Review of Economic Studies, Wiley Blackwell, vol. 65(2), pages 261-94, April.
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Cited by:
  1. 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.
  2. Wagner, Joachim & Gelübcke, John P. Weche, 2013. "Credit Constraints, Foreign Ownership, and Foreign Takeovers in Germany," Working Paper Series in Economics and Institutions of Innovation 329, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.

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