Hi,
I have 2 groups (1 treated), and data at the daily level. The treatment occurs on a specific day.
I estimate the following 2 DD model:
$y_{it} = \alpha treated_i + \beta post_t + \gamma treated_i \times post_t + \epsilon_{it}$
where I refers to the groups. and post is 1 for all periods after the treatment occurs.
&
$y_{it} = \alpha_i + \beta_t + \gamma treated_i \times post_t + \epsilon_{it}$
The only difference between the two models is that I have a fixed effect for each day, rather than the just pre and post. I am getting the same DD estimate for both (not sure why), but a senior says they shouldn't be the same. Can someone please help resolve this?
Thanks!
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