Hi there,
I have this set up for a difference in differences analysis of housing transactions, where I would like to test for the parallel trend assumption. Amongst other things, I would like to plot the year coefficients. Therefore, I would like coefficients for each year in the treated and untreated areas. Then, I would like to see non-significant coefficients in the pre-treatment periods of the year*treatment coefficients and significant coefficients in the post-treatment years for the year*treatment coefficients.
I thought I could obtain this by regressing:
From this, I get some nice coefficients:
Array
However, when I later regressed it with a double ##, I got different results; why?
Array
I was under the impression that this syntax was synonymous. Is it not?
Is there someone that could shed some light on this? And help me out of my confusion? Does it have something to do with the reference category?
Many thanks!
I have this set up for a difference in differences analysis of housing transactions, where I would like to test for the parallel trend assumption. Amongst other things, I would like to plot the year coefficients. Therefore, I would like coefficients for each year in the treated and untreated areas. Then, I would like to see non-significant coefficients in the pre-treatment periods of the year*treatment coefficients and significant coefficients in the post-treatment years for the year*treatment coefficients.
I thought I could obtain this by regressing:
Code:
reg lnprice lnsize treated b2017.trans_year treated#b2017.trans_year
Array
However, when I later regressed it with a double ##, I got different results; why?
Code:
reg lnprice lnsize treated##b2017.trans_year
Array
I was under the impression that this syntax was synonymous. Is it not?
Is there someone that could shed some light on this? And help me out of my confusion? Does it have something to do with the reference category?
Many thanks!