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Stata连享会 / dif-in-difs-with-fixed-effects-in-stata

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README.md

考虑固定效应的倍分法 (dif-in-difs-with-fixed-effects-in-stata)

  • 做了一个模拟分析,对比分析了不同估计方法下 DID 的估计系数差异。
  • 对于理解 Treatment effect 的 DGP (数据生成过程) 有一定的帮助,同时也帮我们重温了估计固定效应的几种方法。

Stata code comparing difference-in-differences estimation methods

The .do file contains code for simulating a longitudinal dataset for two-period difference-in-differences estimation.

I compare misspecified and correctly specified estimates.

I produce a table comparing estimates produced from the reg, areg, xtreg, and xtreg, fe commands.

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