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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).

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
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    File URL: https://mpra.ub.uni-muenchen.de/43943/1/MPRA_paper_43943.pdf
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    References listed on IDEAS

    as
    1. 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.
    2. 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.
    3. James J. Heckman & Hidehiko Ichimura & Petra Todd, 1998. "Matching As An Econometric Evaluation Estimator," Review of Economic Studies, Oxford University Press, vol. 65(2), pages 261-294.
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    Cited by:

    1. repec:taf:rrpaxx:v:22:y:2017:i:2:p:107-122 is not listed on IDEAS
    2. 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.
    3. 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.
    4. 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.
    5. Ruth Marcela Aparicio, 2014. "Terms of trade and non-traditional exports: a microeconometric analysis," Investigación & Desarrollo 0714, Universidad Privada Boliviana, revised Nov 2014.
    6. repec:spr:hecrev:v:7:y:2017:i:1:d:10.1186_s13561-017-0158-2 is not listed on IDEAS
    7. 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.
    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. 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.
    10. 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.

    More about this item

    Keywords

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

    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

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