Difference in Difference Analysis in Stata (17 and Lastest Versions)

In this video we discuss how to perform difference in difference analysis in Stata 17 and latest versions. In our previous video we used regress, diff, reghdfe commands for performing difference in difference. But in Stata 17 and in the latest versions a new set of commands were introduced specifically for difference in difference analysis i.e. didregress and xtdidregress. We can also do parallel trend assumption using estat ptrends and estat trendplots commands. We can check no anticipation assumption using estat granger command.
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00:00 Introduction to video
0:47 didregress
6:18 Different Standard errors with didregress
8:15 Parallel Trend Assumption
12:05 Grander Test
Website: thedatahall.com
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[@thedatahall]

Download the Code and Data from following link: payhip.com/b/vLRK5

[@mdnahidferdouspabon7970]

This is awesome! Extremely helpful! The stata help for didregress did not clarify that the variable 'procedure' is actually the interaction term. This video made my life easier!

[@thedatahall]

Glad it helped

[@bancor1944]

Thank you very very much. Awesome explanation. Cheers🙂

[@thedatahall]

Glad you liked it

[@RaphyKF]

Thanks for the insight. How do you estimate parallel trends when using the xtdidregress command because estat ptrends will not work?

[@bjkhan1860]

Awesome explanation. I need to know about the before and after treatment variable. Kindly help me in this matter. my data is change that's why I am facing problem

[@thedatahall]

Please feel free to email me at [e-mail]

[@bjkhan1860]

@@thedatahall I sent an email but you did not reply to my email. Please reply me

[@bjkhan1860]

@@thedatahallI have solved this but I am facing a problem when I run the command: didregress (AFB) (treatafter), group(id) time(agecheck) the error is incorrect group() specification group id must have fewer categories than observations in the estimation sample

[@bjkhan1860]

what will be the solution of this problem

[@kebirismael1355]

I coudn't download data please help me

[@tanvirahmed4342]

Can I get your dataset?

[@thedatahall]

Thanks for pointing it out. I have added it in the description