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  • did model

    Hello all.
    For my thesis, I use the difference-in-differences method to analyze data.
    I analyze the effect of letters of appreciation issued to schools by the ministry on the entry of student data into an information system. My model, regression result and database will be attached.

    Can you see if everything was done correctly?
    What is not clear to me is that the value of post##treatment not changes when I use and don't use control variables and a fixed effect.

    Thank you. Waiting for your reply.

    Table 4 – Descriptive Statistics
    Variable Description Obs Mean Std. Dev. Min Max
    nstud Dependent variable. number of students entered into EMIS in each period. 1000 606.667 562.642 0 4331
    post Binary variable: 1 if data is from the pos-treatment period. 1000 .5 .5 0 1
    treatment Binary variable: 1 if in the treatment group; 0 if in the control group. 1000 .5 .5 0 1
    district Variable 9 districts (fixed effect) 1000 4.276 2.284 1 9
    region Binary variable: 1 if the region is southern, 0 if it is northern. 1000 .592 .492 0 1
    townership Binary variable. 1 if the school is public, 0 if municipal. 1000 .794 .405 0 1
    area Binary variable. 1 if rural, 0 if urban. 1000 .81 .392 0 1
    lang Binary variable. 1, if the school is in Kyrgyz language, 0, if in a foreign language. 1000 .778 .416 0 1



    my model: reg nstud post##treatment region townership area lang district_1-district_9 if period>1, vce (cluster region)

    Table 8 – The impact of letters of gratitude on data entry results.
    (I) (II) (III) (IV)
    nstud nstud nstud nstud
    1.letter 62.272* 62.272* 62.272* 62.272*
    (8.158) (8.129) (8.145) (8.112)
    1.treated -96.698** -101.346* -71.134*** -74.120**
    (5.207) (8.066) (0.634) (1.995)
    1.letter#1. treated 23.548* 23.548* 23.548* 23.548**
    (1.861) (1.854) (1.858) (1.851)
    N 1000 1000 1000 1000
    R2 0.267 0.251 0.168 0.008
    adj. R2 0.256 0.246 0.158 0.005
    FE Yes No Yes No
    Controls Yes Yes No No

    Robust standard errors in parentheses
    *** p < 0.01, ** p < 0.05, * p < 0.1
    Note: The number of observations is 1000 because this regression considers 2 periods (October 4 and December 3).
    Attached Files

  • #2
    you can't cluster on anything but code, which I think is the ID. Too few clusters in district, region. treatment is by code.

    all X's are time invariant, so don't need them. Mundlak regression would allow you to get coefficients on the Xs if you need them.

    Code:
    reghdfe nstud c.post#c.treatment , absorb(code period) cluster(code)

    Comment


    • #3
      Dear Mr. George,

      I want to express my sincere gratitude for your invaluable advice. As someone new to the realm of data analysis and working with Stata, your guidance has been immensely helpful.

      In light of your suggestions, I hope you wouldn't mind if I seek further clarification on a few points:
      1. I've created a new variable that categorizes schools into 50 different groups. Would it be appropriate to utilize this variable as a cluster variable in my analysis?
      2. When it comes to selecting variables for absorb FE, could you kindly advise me on the parameters I should consider? Additionally, apart from code and periods, are there any other variables you would recommend incorporating into this analysis?
      3. Regarding the inclusion of control variables (X), I'm curious about how to implement Mudlak regression. Despite my efforts, I haven't been able to locate the necessary code to execute this regression model.
      Your expertise in this field is greatly appreciated, and I genuinely value any insights you can provide. Please do not hesitate to let me know if my inquiries are becoming burdensome.

      Warm regards, Rasul

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