didregress (Difference in Differences) in Stata 16

[Sattar Khan]

Greetings Everyone!

Hopefully, you will all be fine, kindly guide me that how to run the didregress in Stata 16

Regards

Sattar Khan

[Øyvind Snilsberg]

if d is the treatment that varies at the group and time levels, the group is state and time is year, didregress (y) (d), group(state) time(year) is equivalent to areg y i.year i.state d, absorb(state) vce(cluster state).
please see page 36 in the Stata treatment-effects reference manual (https://www.stata.com/manuals/tedidregress.pdf).

[Nick Cox]

didregress is new in Stata 17 and not part of earlier releases, You need to upgrade to 17 or use some other (community-contributed) command. I can't advise which are good for you, let alone best, but others may have comments.

[Jared Greathouse]

Technicalities aside though, this is super broad. The help file (once you get 17) guides you through this. It would be a little like asking "How do I estimate OLS using reg". The simple answer would be

reg y x

but this is likely inadequate for what your real purpose is.

[Nazzarena]

i second the question about user packages for panel DID in Stata 16? i found several, perhaps the authors would like to expound?
Or for example ca you run a regular xtreg with some sort of interaction terms
It embarrasses me that this federal government computer runs 2 versions behind but it is what it is. I put in a ticket but I would prefer not to wait. Thank you