Diff in Diff estimation

[Margherita Atzei]

Dear All,

I would like to conduct a diff in diff estimation (with two way fixed effects) on a panel data set with dimensions countries and years. What is the best regression model to use? Any suggestion on how to implement this in STATA?

Thank you in advance!!!

[Cansu Oymak]

Hi,

Can you please elaborate your model? What is your dependent variable? What is the change/cut-off variable?

[Rhys Williams]

As Cansu Oymak asks, providing more info will help you find a better answer. There are a few ways to implement this in Stata although I usually use something like

xtset country year
xtreg Y X controls i.year, fe cluster(country)

for 2WFE models.