Hi mate~I am doing DID analysis recently, so I will use stata to analyze. I tried to use xtlogit and reghdfe to analyze, and found different results. I would like to ask is there a formula for the conversion between these two different coefficients? There is also why the same data is different from the same code results are different?
my code:
xtlogit GXY TreatxPost Post Treat INCOME AGE SCH t1 t2 urban GENDER,fe
result:——————————————————————————
GXY | Coefficient Std. err. z P>|z| [95% conf. interval]
————-+—————————————————————-
TreatxPost | -.6326075 .3117278 -2.03 0.042 -1.243583 -.0216322
reghdfe GXY TreatxPost Treat INCOME AGE SCH Post BMI,absorb(idind)
result:——————————————————————————
GXY | Coefficient Std. err. t P>|t| [95% conf. interval]
————-+—————————————————————-
TreatxPost | -.0231754 .0154673 -1.50 0.134 -.0535023 .0071514