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Difference-in-differences estimation using Stata

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  • Joerg Luedicke

    (StataCorp)

Abstract

Difference-in-differences (DID) estimation has become a popular tool in the context of treatment-effects estimation and program evaluation. In this presentation, I will show how to use Stata’s didregress and xtdidregress commands to estimate treatment effects with repeated cross-sectional as well as panel data. I will also discuss a variety of methods for calculating cluster–robust standard errors when the number of clusters is small. Finally, I will show how to use diagnostic tools for checking the parallel-trends assumption, which is an identifying assumption of DID.

Suggested Citation

  • Joerg Luedicke, 2022. "Difference-in-differences estimation using Stata," German Stata Users' Group Meetings 2022 06, Stata Users Group.
    • Handle: RePEc:boc:dsug22:06
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    File URL: http://repec.org/dsug2022/germany22_luedicke.pdf
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    Cited by:

    1. Onur, Esen & Reiffen, David & Sharma, Rajiv, 2024. "The impact of margin requirements on voluntary clearing decisions," Journal of Financial Markets, Elsevier, vol. 68(C).

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