Hi,
Does any one know how to add year and industry fixed effect (sum of Year fixed effecti,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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