xtdidregress display covariates in output table

[Franziska Buchner]

Dear Stata Community

I have a question concerning the output table of the xtdidregress command in Stata 17. Is it possible not only to display the estimates for the ATET in the output table but also for the covariates (omvarlist) which I have inlcuded in my model? I would be very happy if someone could help me.
I am looking forward to hearing from you!

Kind regards
Franziska

[Jared Greathouse]

Likely not based off my quick reading of the help file. You'd likely just need to write the dd command using xtreg

[Franziska Buchner]

Hi Jared,
thank you for your help! Too bad, I haven't found it either... Then I will continue with xtreg.

[Enrique Pinzon (StataCorp)]

Hi Franziska,

There is an option called -aequations- that, I believe, gives you what you want. For example:

webuse hospdd, clear 
xtset hospital 
xtdidregress (satis)(procedure), group(hospital) time(month) aequations

Which gives you:

. webuse hospdd, clear 
(Artificial hospital admission procedure data)

. xtset hospital 

Panel variable: hospital (unbalanced)

. xtdidregress (satis)(procedure), group(hospital) time(month) aequations

Number of groups and treatment time

Time variable: month
Control:       procedure = 0
Treatment:     procedure = 1
-----------------------------------
             |   Control  Treatment
-------------+---------------------
Group        |
    hospital |        28         18
-------------+---------------------
Time         |
     Minimum |         1          4
     Maximum |         1          4
-----------------------------------

Difference-in-differences regression                     Number of obs = 7,368
Data type: Longitudinal

                               (Std. err. adjusted for 46 clusters in hospital)
-------------------------------------------------------------------------------
              |               Robust
        satis | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
--------------+----------------------------------------------------------------
ATET          |
    procedure |
(New vs Old)  |   .8479879   .0320138    26.49   0.000     .7835088    .9124669
--------------+----------------------------------------------------------------
Controls      |
        month |
    February  |  -.0096077   .0183753    -0.52   0.604    -.0466174    .0274021
       March  |   .0219686   .0181951     1.21   0.234    -.0146782    .0586153
       April  |  -.0032839   .0220352    -0.15   0.882     -.047665    .0410972
         May  |  -.0094027   .0231687    -0.41   0.687     -.056067    .0372615
        June  |  -.0038375    .019005    -0.20   0.841    -.0421156    .0344406
        July  |  -.0111941   .0229325    -0.49   0.628    -.0573826    .0349943
              |
        _cons |   3.444675   .0113193   304.32   0.000     3.421877    3.467473
-------------------------------------------------------------------------------
Note: ATET estimate adjusted for panel effects and time effects.

[Franziska Buchner]

Hi Enrique,

amazing! Thank you so much! This is exactly what I was looking for.