Dear All
May you kindly assist me with this basic question. If you are running a difference-in-difference regression, I have seen papers that run it on OLS model but with year/firms/industry fixed effects. My question is, (1) can you run a difference-in-difference regression on a Fixed effects model or Random effects model. If, yes (2) Is it applicable to use the Hausman test to choose among the three alternative models. I am asking because the output of my OLS model changes when you add interaction terms (i.e the results of the variable of interest changes sign and significance)
Your assistance will be greatly appreciated
Thank you.
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