Hi,

I am trying to do a diff in diff model for the panel dataset. My outcome variable (y) is binary. Treated is 1 if the individual uses y and 0 otherwise. Post is 1 for post-policy change and 0 otherwise.
I can perfectly run a LPM model using tthe follwoing code:

xtreg y treated post treated##post $a1 $a2 $a3 , r

I get extremely different results when I use FE (fixed effects) or RE(random effects). By that, I mean an extremely small coefficient for when I run FE like -2.03e-16 for my interaction term. All p values for this model, FE, are equal to 1.

Also, when I run a probit model I get an error of r(2000). The code for the probit is :

xtprobit y treated post treated##post $a1 $a2 $a3 , vce(cluster id)

outcome = treated > 0 predicts data perfectly
r(2000);

Can someone please help? Thanks.
Not sure how I can show the result using dataex.

Kind Regards,
Aarushi