Table 4:
Type I error rates for the adjusted difference-in-difference estimator when normality assumption is not satisfied. Errors come from a t-distribution with degrees of freedom described.
| Degrees of Freedom | ρ = 0.25 | ρ = 0.50 | ρ = 0.75 |
|---|---|---|---|
| ∞ (Normal) | 0.05 | 0.05 | 0.05 |
| 50 | 0.05 | 0.05 | 0.06 |
| 10 | 0.05 | 0.06 | 0.08 |
| 3 | 0.05 | 0.08 | 0.12 |