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  • separate regression of subgroups

    Hope you are enjoying the coziness of the weekend or early Monday already!.
    I have a data set with two by two-way design. I got the overall difference-in-difference effect from regression, but I am not certain what is the best way to write a syntax to get multiple DID effects of each subgroup.
    The model is about the change of Grade Point Average in Time 0 and Time 1 between controlled and treated groups. I am more interested, however, in the changes of GPA in each race/ethnicity & gender (i.e, female African, male African, female Hispanic, male Hispanic, female White, male White, and more).
    The interpretation of coefficients is not a big deal when I have a dummy variable of gender. However, I am getting lost as the model has many dummy variables of gender and race/ethnicity in addition to the DID effect. Should it be the best way to define subgroups and run regression multiple times to get DID effects of a subgroup? or is there a better idea I can borrow?
    regards,

    Model I used to have Overall DID effect:
    reg GRADE_POINT i.T##i.TREATED [pw = CREDIT_HR]
    Model i am considering to use for DID effect of each subgroup:
    reg GRADE_POINT i.T##i.TREATED [pw = CREDIT_HR] if GENDER == [value] & RE == [value]


    ----------------------- copy starting from the next line -----------------------
    Code:
    * Example generated by -dataex-. For more info, type help dataex
    clear
    input double PIDM float(T TREATED) byte(GENDER RE) str5 CRN float GRADE_POINT double CREDIT_HR
    604323 0 0 1 7 "40002"   0 3
    611455 0 0 1 7 "40002" 2.7 3
    612230 0 0 1 7 "40003" 3.7 3
    607659 0 0 0 5 "40003"   2 3
    603693 0 0 0 7 "40003" 2.7 3
    611084 0 0 1 7 "40003"   2 3
    604251 0 0 0 7 "40003"   0 3
    609437 0 0 1 5 "40004"   2 3
    604487 0 0 1 7 "40004"   0 3
    604836 0 0 1 7 "40004"   2 3
    603273 0 0 1 7 "40004" 3.7 3
    606161 0 0 0 5 "40006" 2.7 3
    615142 0 0 0 5 "40006"   2 3
    606312 0 0 1 7 "40006" 1.7 3
    606242 0 0 0 7 "40007" 2.7 3
    612811 0 0 0 5 "40007" 1.7 3
    605898 0 0 1 5 "40009" 2.7 3
    608254 0 0 0 7 "40010"   4 3
    610725 0 0 1 7 "40011"   2 3
    603484 0 0 0 5 "40012"   0 3
    603611 0 0 0 2 "40013" 3.3 3
    606323 0 0 0 7 "40013" 3.7 3
    611313 0 0 0 7 "40013" 1.7 3
    606587 0 0 0 7 "40014"   4 3
    607473 0 0 1 7 "40014" 3.7 3
    613507 0 0 0 7 "40016"   4 3
    604475 0 0 0 7 "40017" 3.7 3
    606806 0 0 0 7 "40018"   3 3
    610340 0 0 0 7 "40019"   4 3
    616039 0 0 0 5 "40019"   3 3
    end
    label values T T
    label def T 0 "T0", modify
    label values TREATED TREATED
    label def TREATED 0 "Controlled", modify
    label values GENDER GENDER
    label def GENDER 0 "Female", modify
    label def GENDER 1 "Male", modify
    label values RE RE
    label def RE 2 "Hispanic/Latino", modify
    label def RE 5 "Black or African American", modify
    label def RE 7 "White", modify
    ------------------ copy up to and including the previous line ------------------
    Last edited by Chul Lee; 06 Feb 2022, 19:57.

  • #2
    Chul:
    you may want to try something along the following lines, being aware that collinearity issues will creep up:
    Code:
    reg GRADE_POINT  i.GENDER##i.RE i.T##i.TREATED [pw = CREDIT_HR]
    Kind regards,
    Carlo
    (StataNow 18.5)

    Comment


    • #3
      Thank you, Carlo, for the kindness.
      C

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