I'm doing a difference-in-difference (DID) analysis and I wonder whether I'm correctly specifying my model. Specifically, my questions are
1. Should treatment status variable be constructed as a binary variable when multiple units receive treatment?
2. Should all data be aggregated to treatment status level?
First, a brief description of the data: I have a region-quarter panel with 6 regions and 24 time units per region which amount to a total of 144 observations. Of the 6 regions, 4 have received treatment and 2 are controls. I aggregated monthly data to quarterly data as my outcome is suicide rate so I had to correct the rate for potential instability induced by a numerator less than 20 ("rule of twenty" in epidemiology).
I've contructed a binary treatment status variable:
Code:
gen intervention = inlist(region, 2, 4, 5, 6) label def intervention 1 "Intervention" 0 "Control" label val intervention intervention
My main model is:
Code:
outcome i.treatment##i.post i.quarter control_variable1 control_variable2, fe
Code:
outcome i.region##i.post i.quarter control_variable1 control_variable2, fe
Hopefully, some of you know how to approach this binary/multi-group problem.
Best
Tarjei
References
Angrist & Pischke (2014) Mastering 'Metrics.
Wing et al. (2018) Designing Difference in Difference Studies: Best Practices for Public Health Policy Research. Annual Review of Public Health. 39: 453-69.
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