Hi All,
I have a simple 2-period panel data and I am trying to run a difference-in-differences model using the xtreg command.
generate treatxpost = treatment*post
xtreg sales post treatment treatxpost, fe
treatment and post are the dummy variables treatment group and post period.
I have balanced data for households and each household has sales in the pre and post period.
I am not getting an estimate for treatment as Stata is telling me: treatment omitted because of collinearity.
How do I get an estimate for both the treatment and post along with the interaction term treatxpost?
Appreciate your pointers on this.
Thanks,
Laxman.
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