Dear all,
I want to see the influence of a housing policy on housing prices in two regions, one was affected the other wasn't, by using difference in difference method with multiple time periods.
My equation is
Pr =B0+ B1*Dtr + B2*t + B3*Dtr*t + e
where Pr is price outcome, Dtr is the dummy variable for treatment, t is time dummy variable. so I'm guessing B3 is the effect of the policy when I do did method.
However, the data set I have only has one period before the policy was enacted, and multiple time periods after the policy was enacted.
1) With this data, can I do the standard did method with regression and see the value of B3? or do I have to change my equation?
2) After I did the process, the F-value was empty. Is it because the equation I wrote is wrong or is it because of multiple time periods?
3) Is there any way I can find the change of B3 as time passes after the policy was enacted? Do I have to do it one time step at a time?
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