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  • 1.  Difference in Differences Estimation in SPSS

    Posted 12 days ago
    Dear SPSS community members

    I am not able to find a SPSS syntax for running difference in differences (DiD) model in SPSS. I have Time 1 (baseline) and Time 2 (endline) measurement for Intervention group (the group that received a treatment) and Comparison group (did not receive anything). I would like to calculate the DiD coefficient with p value for the difference in change between intervention and comparison groups from baseline to endline. I would really appreciate any support, resource or advice. 

    Thanks you very much.

    ------------------------------
    Mark Marti
    ------------------------------


  • 2.  RE: Difference in Differences Estimation in SPSS

    Posted 12 days ago
    Edited by David Dwyer 12 days ago

    Hi @Mark Marti,
    I am unfamiliar with the DiD coefficient.  I am not aware the IBM SPSS Statistics produces such a coefficient.  Perhaps one of my more statistically inclined colleagues will chime in.

    However, a quick Google search netted me this example in R

    IBM SPSS Statistics can utilize R, so I did:

    BEGIN PROGRAM R.
    library(foreign)
    mydata = read.dta("http://dss.princeton.edu/training/Panel101.dta")
    mydata$time = ifelse(mydata$year >= 1994, 1, 0)
    mydata$treated = ifelse(mydata$country == "E" |
    mydata$country == "F" |
    mydata$country == "G", 1, 0)
    mydata$did = mydata$time * mydata$treated
    didreg = lm(y ~ treated + time + did, data = mydata)
    summary(didreg)
    didreg1 = lm(y ~ treated*time, data = mydata)
    summary(didreg1)
    END PROGRAM.

    Here is the output for you to compare to the link to PDF above:


    Call:
    lm(formula = y ~ treated + time + did, data = mydata)
    Residuals:
    Min 1Q Median 3Q Max
    -9.768e+09 -1.623e+09 1.167e+08 1.393e+09 6.807e+09
    Coefficients:
    Estimate Std. Error t value Pr(>|t|)
    (Intercept) 3.581e+08 7.382e+08 0.485 0.6292
    treated 1.776e+09 1.128e+09 1.575 0.1200
    time 2.289e+09 9.530e+08 2.402 0.0191 *
    did -2.520e+09 1.456e+09 -1.731 0.0882 .
    ---
    Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
    Residual standard error: 2.953e+09 on 66 degrees of freedom
    Multiple R-squared: 0.08273, Adjusted R-squared: 0.04104
    F-statistic: 1.984 on 3 and 66 DF, p-value: 0.1249
    Call:
    lm(formula = y ~ treated * time, data = mydata)
    Residuals:
    Min 1Q Median 3Q Max
    -9.768e+09 -1.623e+09 1.167e+08 1.393e+09 6.807e+09
    Coefficients:
    Estimate Std. Error t value Pr(>|t|)
    (Intercept) 3.581e+08 7.382e+08 0.485 0.6292
    treated 1.776e+09 1.128e+09 1.575 0.1200
    time 2.289e+09 9.530e+08 2.402 0.0191 *
    treated:time -2.520e+09 1.456e+09 -1.731 0.0882 .
    ---
    Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
    Residual standard error: 2.953e+09 on 66 degrees of freedom
    Multiple R-squared: 0.08273, Adjusted R-squared: 0.04104
    F-statistic: 1.984 on 3 and 66 DF, p-value: 0.1249


    I hope this helps,



    ------------------------------
    David Dwyer
    SPSS Technical Support
    IBM Software
    ------------------------------



  • 3.  RE: Difference in Differences Estimation in SPSS

    Posted 12 days ago
    Can you run the two against each other controlling for time? You would have a coefficient for each year?





  • 4.  RE: Difference in Differences Estimation in SPSS

    IBM Champion
    Posted 12 days ago
    This link explains how to do DiD with a simple regression in SPSS Statistics.

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