Hi,

My first step of my analysis is estimating the difference-in-difference using a regression analysis. I then want to see whether this difference-in-difference varies with respect to a different variable.

For context, I am looking at cost pass through from a tax change where I regress price with the treatment dummy, the policy date dummy and the interaction term with controls and fixed effects included. I then want to see whether this cost pass through varies with respect to the number of locations which is a numerical variable that has values for all observations.

I am aware it may involve further interaction terms, but I am not sure which terms to interact and why.

Would really appreciate any help and thank you!