As an example, here is some made up data:

Code:

```
data DID;
input ID time group value;
cards;
1 1 1 1
2 1 1 2
3 1 1 1
4 1 1 3
5 1 1 2
6 1 2 5
7 1 2 4
8 1 2 6
9 1 2 4
10 1 2 6
1 2 1 5
2 2 1 4
3 2 1 5
4 2 1 6
5 2 1 5
6 2 2 6
7 2 2 6
8 2 2 7
9 2 2 5
10 2 2 6
;
run;
proc means data=DID mean;
class time group;
var value;
run;
```

Group 2 has means of 5 in time=1 and 6 in time=2.

Thus, the DiD estimate would be (6-5) - (5-1.8) = -2.2 (i.e. group 1 increased 2.2 more than group 2). But how would one go about putting a confidence interval on this estimate?

I guess some sort of bootstrapping approach could work but I'm curious if there is a more straight forward approach, perhaps something similar to the S.E calculation for a difference in 2 means?