This is my first time posting. I have read a number of super helpful posts (thank you Clyde Schechter) that have gotten me to this point but I am still in need of assistance and hoping for some guidance.
I am working with panel data from two cities where my key dependent variable is the MONTHLY violent crime rate so I have months starting in 2014 and into 2018. About mid way through these years one city received an intervention and the control city did not. I want to test whether the intervention (treat) had an impact on the monthly crime rate. Here is my model and results.
city2 is 1 for treated city and 0 for control city
id is the monthyear id
Code:
xtset city2 id xtreg Vio_R time##treat, fe cluster(city2)
Code:
. xtreg Vio_R time##treat, fe cluster(city2)
note: 1.treat omitted because of collinearity
Fixed-effects (within) regression Number of obs = 84
Group variable: city2 Number of groups = 2
R-sq: within = 0.4145 Obs per group: min = 42
between = 1.0000 avg = 42.0
overall = 0.2758 max = 42
F(0,1) = .
corr(u_i, Xb) = -0.1550 Prob > F = .
(Std. Err. adjusted for 2 clusters in city2)
------------------------------------------------------------------------------
| Robust
Vio_R | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
1.time | -10.51491 5.07e-14 -2.1e+14 0.000 -10.51491 -10.51491
1.treat | 0 (omitted)
|
time#treat |
1 1 | -5.391841 5.02e-14 -1.1e+14 0.000 -5.391841 -5.391841
|
_cons | 32.47385 1.22e-14 2.7e+15 0.000 32.47385 32.47385
-------------+----------------------------------------------------------------
sigma_u | 7.5495077
sigma_e | 7.9734117
rho | .47271208 (fraction of variance due to u_i)
------------------------------------------------------------------------------
.
More importantly does this model fit the question I am asking? I read a bunch about the -diff- command but it didn't seem suitable for panel data. Here's to hoping I am on the right track!
Thanks in advance for any guidance!
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