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Difference-in-Difference Regression with Fixed effect using "reg" command in Stata - by Samsun 

Learn Coding with Us
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This is a very helpful video on how you can run the difference-in-difference regression with the fixed effects using the "reg" command in Stata. The data I used for this video is repeated cross-sectional data. Some other related videos:
diff-in-diff using "diff" command: • Difference in Differen...
diff-in-diff using "reg" command: • Difference in Differen...
Event study using "eventdd" command: • Event Study analysis i...
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3 июн 2021

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Комментарии : 20   
@Learn-Coding-with-Us
@Learn-Coding-with-Us 3 года назад
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@IrfanKhan-yg8zu
@IrfanKhan-yg8zu 3 года назад
Nice work madam, my question is how to first set data for DiD? I will share my data the reviewer asked me to apply DID? I want to know how to set my data? Thanks
@Learn-Coding-with-Us
@Learn-Coding-with-Us 3 года назад
Thanks. The data I have used for this video is a repeated cross-sectional data. What kind of data you have? I mean, is the data cross-sectional, or repeated-cross sectional, or panel data? Please let me know, then I can explain how you can set your data.
@IrfanKhan-yg8zu
@IrfanKhan-yg8zu 3 года назад
@@Learn-Coding-with-Us thanks madam for your cooperation, actually, my data is panel data. The topic is impact of female CEOs on investment. Female CEOs is a dummy variable. Thanks
@Learn-Coding-with-Us
@Learn-Coding-with-Us 3 года назад
@@IrfanKhan-yg8zu is your panel data country and year wise? or state and year wise?
@IrfanKhan-yg8zu
@IrfanKhan-yg8zu 3 года назад
@@Learn-Coding-with-Us my data is firm and year wise.
@florinemaan7838
@florinemaan7838 2 года назад
Isn't using the "xtreg" command better because you have panel data? In stead of "reg"?
@Learn-Coding-with-Us
@Learn-Coding-with-Us 2 года назад
my data is repeated cross-sectional data. it is good to use "xtreg" command if you have panel data
@nazmussakib816
@nazmussakib816 3 года назад
Hello mam,What is the treatment here that shown through DID?Is it possible to provide the data set that used here?
@Learn-Coding-with-Us
@Learn-Coding-with-Us 3 года назад
In this study, I have shown the impact of Affordable Care Act dependent coverage on health insurance coverage (HIC). The treatment variable (Treat) is constructed as a dummy variable where 1=23-25-year-old who receive dependent coverage, and 0=27-29-year-old who did not receive Affordable Care Act dependent coverage. The Affordable Care Act dependent coverage happens in 2010. So the time dummy variable (Post) indicates Post=1 if the post period of Affordable Care Act dependent coverage and Post=0 if pre-period of Affordable Care Act dependent coverage. I am so sorry, I can not make my data publicly available. But, you can watch another video on how DID model works: ru-vid.com/video/%D0%B2%D0%B8%D0%B4%D0%B5%D0%BE-qu1uPVxC5_o.html
@nazmussakib816
@nazmussakib816 3 года назад
@@Learn-Coding-with-Us Thanks mam for your response.Mam one more question what is ''state'' represents here?
@Learn-Coding-with-Us
@Learn-Coding-with-Us 3 года назад
@@nazmussakib816 The 51 states of the united states of america.
@Tvanlamoen
@Tvanlamoen 2 года назад
hello madam, I noticed you removed the treatment and post dummy variables from the regression. I assume its because of collinearity. But does STATA not do this automatically, or do we have to do it manually?
@Tvanlamoen
@Tvanlamoen 2 года назад
I have a xtset firm year when i run "xtreg diff post treat i.year , fe" it automically drop "treat" , but it doesnt drop "post"
@joshuaberman1564
@joshuaberman1564 2 года назад
Hello Mam, I just wanted to ask a general empirical question. Why when you control for state fixed effects there is no state1 included in the regression?
@Learn-Coding-with-Us
@Learn-Coding-with-Us 2 года назад
In my video, when I run the regression, STATA dropped state1 because of collinearity.
@IrfanKhan-yg8zu
@IrfanKhan-yg8zu 3 года назад
Madam, my data is firm and year wise.
@Learn-Coding-with-Us
@Learn-Coding-with-Us 3 года назад
you can run a panel fixed effect model using xtreg command in stata. Before using xtreg, you need to set Stata to handle panel data by using the command xtset. type and run: xtset firm year here, firm means the variable for firm. then type and run: xtreg (dependent variable) i.(independent variable or treatment dummy variable)## i. (Post implementation dummy or time dummy variable) other covariates, re I hope you might find the explanation helpful.
@amnashaukat7827
@amnashaukat7827 2 года назад
@@Learn-Coding-with-Us Mam can you help me in difference in differences.. I am using 51 states data and time 1964-2020... Seeking your help to set my data..
@Learn-Coding-with-Us
@Learn-Coding-with-Us 2 года назад
@@amnashaukat7827 If your data is repeated cross-sectional data like mine, you do not need to set your data. But, if it is panel data, you should set your data like: xtset state year (I am guessing)
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