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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

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    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.
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    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

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