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  • Multiple data collection waves ex-post in a quasi-experiment with binary treatment.

    Dear all,

    I am attempting to estimate the impact of a program.
    The program lasts for several years. Therefore, besides my baseline measure for my dependent variable (let's call it Y0), I have several follow-up measures of the same dependent variable (let's call them Y1, Y2, Y3, etc.)
    As I work in a quasi-experimental setting, I use a data preprocessing method called entropy balancing. This method is analogous to other matching and weighting methods.

    Once balanced (using the weights generated by entropy balancing), I estimate my treatment effect α with a simple linear regression, for example: Y3= α*treat + βi*predictori
    Treat is a dummy, taking the value one for individuals in the treated group, and 0 for individuals in the control group.
    ε is the error term.
    The baseline value Y0 is included in the entropy balancing weights AND the predictors.

    The equation above estimates the effect of the program at time 3.

    I wonder what it would mean to add the measure Y2 among the independent variables of the linear regression above. Intuitively, I feel like α would now express the effect of the program between time 2 and time 3.
    That could very well be completely wrong. Besides, what if I add both Y2 and Y1 in the linear regression above?

    Thank you so much for any insights!

    Julie

  • #2
    Julie:
    you seem to have a panel dataset, with repeated measures on the same sample about the same variables.
    You may want to consider adding -i.datawave- instead n the right-hand side of your regression equation and use -xtreg,fe- if your dependent variable is continuous.
    Kind regards,
    Carlo
    (Stata 19.0)

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    • #3
      Thank you for your answer. I could not find documentation on the command "i.datawave." Do you have a link to this?

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      • #4
        Julie:
        see -help fvvarlist-.
        Kind regards,
        Carlo
        (Stata 19.0)

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