First-differences regression with a binary outcome

[Amalia Paul]

Hi,

I am wondering if it is possible to do a first-differences regression if you have a binary dependent variable? I am doing program evaluation and would prefer having a binary outcome because it is more straightforward in my case.

Best,
Amalia

[Phil Bromiley]

You'll increase your chances of a helpful answer if your follow the FAQ asking questions - provide Stata code in code delimiters, Stata output, and sample data using dataex. With sample data, we might be able to replicate your problem and be more helpful.

This is really a statistics, not a Stata question. I'm not sure why you want first differences. You can get a similar analysis with a panel estimator. That said, I'm not sure why a first difference (where you difference lhs and rhs variables) wouldn't work.