Dear All

I need some help with Difference-in Differences.

I have two groups of firms, SOE and DNSOE and two time periods pre reform and post reform (DPOSTSSR=1).

I need to compare the average coefficient (coefficient from difference in difference regression) of last year's earnings (NETPROFIT) for SOE and DNSOE firms pre- and post-reform.

FNETPROF is the lead variable of NETPROFIT.

* Example generated by -dataex-. To install: ssc install dataex
clear
input long ID float(YEAR FNETPROF) double NETPROFIT_w float(DNSOE DPOSTSSR)
2 2008 6430007296 4639869152.73 0 1
2 2009 7025428480 6417605258 0 1
2 2010 7025428480 6417605258 0 1
6 2008 335222976 150211068.91 0 1
6 2009 496465088 335222969.08 0 1
6 2010 434116992 496465075.46 0 1
11 2008 96934288 9833936.59 0 0
11 2009 174998528 96934287.02 0 1
11 2010 257461072 174998534.79 0 1
14 2008 83167160 43649562.04 0 1
14 2009 77617072 83167157.62 0 1
14 2010 64633036 77617075.01 0 1
16 2008 147386576 277795888.3 0 1
16 2009 101189496 147386572.25 0 1
16 2010 24179368 101189494.95 0 1
19 2008 -9865188 16013561.03 0 1
19 2009 8985389 -9865188.3 0 1
19 2010 9643239 8985389.49 0 1
20 2008 4154593 7567912.54 1 1


Many thanks

Yahya Ghazali