I want to perform a difference in difference regression defined as
Code:
mi estimate, esampvaryok: reg job_hours treatment survey survey#treatment, robust
However for some reason my time variable is causing issues as can be seen by the following output
Code:
. mi estimate, esampvaryok: reg job_hours treatment survey survey#treatment, robust Multiple-imputation estimates Imputations = 5 Linear regression Number of obs = 47 Average RVI = 0.1641 Largest FMI = 0.3495 Complete DF = 43 DF adjustment: Small sample DF: min = 16.96 avg = 30.94 max = 39.37 Model F test: Equal FMI F( 3, 32.3) = 1.60 Within VCE type: Robust Prob > F = 0.2078 ---------------------------------------------------------------------------------- job_hours | Coef. Std. Err. t P>|t| [95% Conf. Interval] -----------------+---------------------------------------------------------------- treatment | -7.204348 10.75615 -0.67 0.512 -29.90156 15.49287 survey | -6.755652 3.470882 -1.95 0.059 -13.7762 .2648965 | survey#treatment | 1 1 | -2.855652 17.76597 -0.16 0.873 -39.22317 33.51187 2 0 | 0 (omitted) 2 1 | 0 (omitted) | _cons | 50.41565 5.211848 9.67 0.000 39.87688 60.95442 ----------------------------------------------------------------------------------
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input byte job_hours float treatment byte survey . . 2 . . 2 . . 2 13 . 2 . . 2 . . 2 46 0 1 42 0 2 46 0 1 42 0 2 46 0 1 42 0 2 46 0 1 42 0 2 46 0 1 42 0 2 46 0 1 42 0 2 . 1 1 . 1 2 51 1 1 35 1 2 37 1 1 35 1 2 55 1 1 58 1 2 65 1 1 36 1 2 48 1 1 38 1 2 38 0 1 40 0 2 38 0 1 40 0 2 38 0 1 40 0 2 38 0 1 40 0 2 38 0 1 40 0 2 38 0 1 40 0 2 . 0 1 . 0 2 . 0 1 . 0 2 . 0 1 . 0 2 . 0 1 . 0 2 . 0 1 . 0 2 . 0 1 . 0 2 41 0 1 40 0 2 41 0 1 40 0 2 41 0 1 40 0 2 41 0 1 40 0 2 41 0 1 40 0 2 41 0 1 40 0 2 0 . 1 0 . 1 0 . 1 0 . 1 0 . 1 0 . 1 31 . 1 31 . 1 31 . 1 31 . 1 31 . 1 31 . 1 52 . 1 52 . 1 52 . 1 52 . 1 52 . 1 52 . 1 38 . 1 38 . 1 38 . 1 38 . 1 38 . 1 38 . 1 38 0 1 45 0 2 38 0 1 45 0 2 38 0 1 45 0 2 38 0 1 45 0 2 38 0 1 45 0 2 end
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