Hi,
I'm doing a diff-in-diffs type of model with xtabond, but would be grateful for help establishing if I'm doing it correctly.

In principle, I have app. 52 units, observed over, on average, 50 periods (but highly unbalanced, ranging from 9 to 99).

I previously did a panel fixed effects but would like to do Arellano-Bond with lagged dependent variable (one lag).

I also have one explaining variable that I believe affects only future periods (the explained variable is series episode viewership, and the explaining variable in question is episode rating).

And, finally, I want to include time trends (separate trend for the treatment group and separate for the control group), including a potential change in the trend post-treatment.

So, right now, this is what I have more or less:

Code:
xtabond  Y  POST_TREAT  TREATED_POST_TREAT  ///
TIME  TREATED_TIMETIME_POST_TREAT  TREATED_TIME_POST_TREAT  ///
OTHERCONTROLS, lag(1) vce(robust) pre(RATING, lag(1,.))
The first line includes the typical diff-in-diff variables indicating period after treatment and the same but only for the treated. The "TREATED" variable is not included as it is constant over time.
The second line includes the trend, the trend for the treated group, and then both but only after the treatment.

Then I have some other controls (e.g. for the TV show season finale). I include the rating variable as a predetermined one. I understand that this is the right approach if I expect a shock in the variable to only have an effect on the future values of the dependent variable and not on the preceding ones.

I'd be very grateful for any comments - whether I should include something else as well, or if this is ok.

Thank you and kind regards,
WH