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DID issue-----how to add industry and fixed effect to diff command
DID issue-----how to add industry and fixed effect to diff command

Hi,

Does any one know how to add year and industry fixed effect (sum of Year fixed effect_i,t) as control variable in diff command?

I tried to use diff command to execute the DID estimation. However, the general code is: diff y,treat(varname) period(varname) cov(z1 z2) robust

Then I tried to add i.year and i.industry in as what usually did in normal regression, however, it doesn't work.

Appreciate in advance!

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