I have differences-in-differences setting where I have multiple treatments that occur at different times for different treated units. My main specification is the following one:
Y_it= β_1 Post_it + δi + γt+ u_it where Post_it is the value of treatment for application i at week t, and δi and γt are application and time fixed effect parameters that are estimated.
I use following commands to estimate the above specification:
Code:
xtpqml downloads post timefe*, fe i(app) cluster(app)
Code:
xtreg ln(downloads + 1) post timefe*, fe vce(cluster app)
My dependent variable has the mean of 3.53, standard deviation of 16.7. Negative binomial (NB) fits better than Poisson specification, however given that no true fixed-effect estimator has yet been proposed in the NB, I use Poisson.
Which specification I have to use?
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