去论坛下载 Principles_of_Econometrics__Fourth__Edition
看第7章的内容
书上配套do文件

* Chapter 7.5.6 Differences in Differences Estimators


* open data file
use njmin3, clear
describe
summarize nj d d_nj fte

* DID estimation using sample means
bysort nj d: summarize fte

* DID estimation using regression
reg fte nj d d_nj
estimates store did

lincom _cons + nj
lincom _cons + d
lincom _cons + nj + d  + d_nj
lincom (_cons + nj + d + d_nj)-(_cons + d)-((_cons + nj)-_cons)

* add owner controls
reg fte nj d d_nj kfc roys wendys co_owned
estimates store did2

* add location controls
reg fte nj d d_nj kfc roys wendys co_owned southj centralj pa1
estimates store did3

esttab did did2 did3, b(%10.4f) se(%10.3f) t(%10.3f) r2 ar2 ///
title("Difference in Difference Regressions")

* DID regression using only balanced sample
reg fte nj d d_nj if !missing(demp)

http://principlesofeconometrics.com/poe4/poe4.htm
http://www.principlesofeconometrics.com/poe4/usingstata.htm

谢谢版主 ！ DID之前找到过一个叫diff的命令，貌似效果也很不错。
这个过程就是数据处理比较麻烦

你的明白did的原理啊

diff可能一下出来结果，但是你还是不明白命令和理论是如何联系的。

wooldridge的书也有命令，都是手动计算。
和我上面提供的书的是一样的