Dear statalists,
I have a data set of treated (employees purchasing stocks through a firm´s stock option scheme) and non-treated (employees not purchasing stocks thorugh a firm´s stock option scheme) individuals with two periods (before and after treatment) and several controls.
Only those employees that purchased stock-options for the first time are considered in the treatment group. Hence, the data set is very unbalances as the control group (non-treatment) is several times larger than the treatment group.
My dependend variable is a count variable of ideas issued to an idea suggestion scheme - so we are interested in whether employees owning stocks are issuing more ideas that employees not owning stocks in the firm.
Variables are:
DV: newidea_a_did_1
treatment dummy: did_eso_treatment
period dummy: period
tnteraction period x treatment: treatment_X_period
+ several controls
I have attached and excerpt of my data below
The question is, can I run a difference in difference regression using nbreg just as I would do it with the common reg command? I think nbreg is more appropriate due to having count data extremely skewed to the left?
reg command: reg newidea_a_did_1 period did_eso_treatment treatment_X_period year fulltime_did_1 size_did_1 dummy_function_1_did_1 dummy_level_1_did_1, vce(robust)
nbreg command: nbreg newidea_a_did_1 period did_eso_treatment treatment_X_period year fulltime_did_1 size_did_1 dummy_function_1_did_1 dummy_level_1_did_1
Thanks for your help!
Felix
[CODE]
* Example generated by -dataex-. To install: ssc install dataex
clear
input byte period long newid int(year newidea_a_did_1) byte(fulltime_did_1 dummy_function_1_did_1 dummy_level_1_did_1) int size_did_1 byte did_eso_treatment float treatment_X_period
0 164876 2014 0 1 0 0 1 0 0
1 12837 2014 0 1 0 0 1 0 0
1 136451 2015 0 1 0 0 1 0 0
1 95503 2013 0 1 0 0 1 0 0
0 148296 2013 0 1 0 0 1 0 0
0 164616 2014 0 1 0 0 1 0 0
1 79008 2011 0 1 0 0 1 0 0
1 113462 2015 0 1 0 0 1 0 0
1 104390 2012 0 1 0 0 1 0 0
0 5472 2012 4 1 0 0 1 0 0
0 129275 2015 0 1 0 0 1 0 0
1 47902 2015 0 1 0 0 1 0 0
1 89282 2013 0 1 0 0 1 0 0
1 154119 2013 0 1 0 0 1 0 0
0 Response to DID difference in difference for count data using nbreg (negativ binomial)
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