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  • difference in difference regression

    Hi everyone!

    I want to do a difference in difference regression. I want to replicate the difference-in-difference regression in column 3 and 4. For this I have a dependent variable 'freq' which takes the number of acquisitions of a firm in a given year.
    I have two types of executive changes (male to female and male to male). Also I have panel data of the three years before the transition and the three years after the transition. I have a variable 'post' which takes 1 in the three years after the transition and 0 in the three years before the transition. I want to know if there is a difference in doing a transition after a male-female transition and a male-to-male transition.
    also, I want to control for profitability, size, market-to-book, ppe, capex.

    I conducted the following regression (see photo) but don't see the control variables there, and also the variables of interest seems different from the photo. What am I doing wrong?
    Attached Files

  • #2
    By the way, the mtf variable here takes 1 if it's a male-to-female transition, and 0 if it's a male-male transition

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    • #3
      If you want the coefficients on the control variables, use xtreg. If you don't know how to set up the DID, then that's a problem. The manual has some examples.

      Code:
      help xtdidregress

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